+30.6%
CVS vs ONON
-22.6%
+53.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.7% | -0.7% |
| 7D | -2.2% | -2.1% | -0.1% | -2.1% |
| 30D | -0.1% | -11.6% | +11.5% | +0.3% |
| 3M | -5.2% | -30.1% | +24.9% | -4.3% |
| 6M | +26.9% | -30.5% | +57.4% | +28.0% |
| YTD | +22.1% | -41.0% | +63.1% | +23.7% |
| 1Y | +30.8% | -36.7% | +67.5% | +32.1% |
| 3Y | +54.4% | -8.6% | +63.0% | +52.4% |
| All | +30.6% | -22.6% | +53.2% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 5y: compounded portfolio wealth divided by compounded ONON 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…
5y analysis · Full analysis span regression · 6 months rolling