+32.6%
CVS vs ONON
-23.0%
+55.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.6% |
| 7D | -1.6% | -1.7% | +0.1% | -1.5% |
| 30D | +0.4% | -27.4% | +27.8% | +1.3% |
| 3M | -0.4% | -26.5% | +26.1% | +0.4% |
| 6M | +25.1% | -34.2% | +59.4% | +26.4% |
| YTD | +23.9% | -41.3% | +65.2% | +25.5% |
| 1Y | +41.1% | -39.7% | +80.7% | +42.7% |
| 3Y | +63.6% | -7.8% | +71.5% | +61.5% |
| All | +32.6% | -23.0% | +55.5% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling