+47.6%
CVS vs P
+197.6%
-150.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.5% |
| 7D | +6.6% | +11.6% | -5.1% | +6.5% |
| 30D | -0.4% | -23.7% | +23.2% | -0.5% |
| 3M | -5.3% | -8.0% | +2.7% | -5.3% |
| 6M | -7.7% | +27.9% | -35.6% | -7.8% |
| YTD | +16.0% | +61.2% | -45.1% | +15.3% |
| 1Y | +16.2% | +28.6% | -12.4% | +15.8% |
| 3Y | +47.6% | +200.5% | -152.9% | +54.2% |
| All | +47.6% | +197.6% | -150.0% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling