+41.1%
CVS vs P
+26.4%
+14.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.7% |
| 7D | -1.6% | +7.8% | -9.4% | -1.7% |
| 30D | +0.4% | +12.3% | -11.9% | +0.2% |
| 3M | -0.4% | +37.1% | -37.5% | -1.2% |
| 6M | +25.1% | +66.1% | -40.9% | +21.9% |
| YTD | +23.9% | +50.9% | -27.0% | +20.5% |
| 1Y | +41.1% | +27.2% | +13.9% | +40.8% |
| All | +41.1% | +26.4% | +14.6% | +40.8% |
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