+1,907.2%
CVS vs OMC
+6,006.3%
-4,099.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.2% |
| 7D | +4.0% | -6.4% | +10.4% | +5.8% |
| 30D | -2.4% | +1.1% | -3.5% | -2.9% |
| 3M | +2.7% | +10.4% | -7.8% | -0.7% |
| 6M | +21.9% | -1.7% | +23.6% | +21.5% |
| YTD | +24.7% | +4.4% | +20.3% | +21.2% |
| 1Y | +35.4% | +8.4% | +27.0% | +29.6% |
| 3Y | +65.2% | +14.4% | +50.8% | +52.9% |
| 5Y | +30.5% | +33.9% | -3.3% | +12.5% |
| 10Y | +40.4% | +34.9% | +5.5% | +16.3% |
| All | +1,907.2% | +6,006.3% | -4,099.1% | +539.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling