+41.5%
CVS vs P
+699.3%
-657.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.6% |
| 7D | +4.0% | +6.5% | -2.6% | +3.4% |
| 30D | -2.4% | +18.8% | -21.2% | -4.0% |
| 3M | +2.7% | +26.7% | -24.1% | +0.1% |
| 6M | +21.9% | +62.2% | -40.3% | +15.6% |
| YTD | +24.7% | +48.5% | -23.8% | +18.7% |
| 1Y | +35.4% | +26.4% | +9.1% | +30.0% |
| 3Y | +65.2% | +159.4% | -94.2% | +41.0% |
| 5Y | +30.5% | +275.8% | -245.2% | +3.7% |
| All | +41.5% | +699.3% | -657.8% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling