+13.3%
CVS vs P
+10.7%
+2.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.3% | -4.6% | +1.6% |
| 7D | -3.7% | -9.6% | +5.9% | -3.6% |
| 30D | -0.3% | -33.4% | +33.1% | -0.2% |
| 3M | -10.3% | +14.2% | -24.5% | -10.8% |
| 6M | -4.6% | +31.6% | -36.2% | -5.9% |
| YTD | +10.7% | +53.5% | -42.7% | +6.7% |
| All | +13.3% | +10.7% | +2.7% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling