+83.5%
CVS vs OPEN
-70.7%
+154.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | +4.0% | -4.3% | +8.2% | +4.0% |
| 30D | -2.4% | -16.2% | +13.8% | -2.2% |
| 3M | +2.7% | -36.4% | +39.0% | +3.2% |
| 6M | +21.9% | -35.5% | +57.3% | +22.4% |
| YTD | +24.7% | -46.0% | +70.7% | +25.5% |
| 1Y | +35.4% | -47.1% | +82.6% | +35.5% |
| 3Y | +65.2% | -19.0% | +84.2% | +60.5% |
| 5Y | +30.5% | -83.6% | +114.1% | +24.2% |
| All | +83.5% | -70.7% | +154.2% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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