+21.9%
CVS vs P
+59.3%
-37.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.4% |
| 7D | +4.0% | +6.5% | -2.6% | +4.1% |
| 30D | -2.4% | +18.8% | -21.2% | -1.6% |
| 3M | +2.7% | +26.7% | -24.1% | +3.5% |
| 6M | +21.9% | +62.2% | -40.3% | +17.0% |
| All | +21.9% | +59.3% | -37.5% | +17.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling