+2,017.2%
CVS vs PAAS
+1,235.6%
+781.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.4% |
| 7D | +4.0% | -2.9% | +6.8% | +4.0% |
| 30D | -2.4% | +6.8% | -9.2% | -2.6% |
| 3M | +2.7% | -2.9% | +5.5% | +2.6% |
| 6M | +21.9% | -16.4% | +38.3% | +22.2% |
| YTD | +24.7% | 0.0% | +24.7% | +24.4% |
| 1Y | +35.4% | +54.3% | -18.9% | +33.3% |
| 3Y | +65.2% | +230.7% | -165.5% | +58.5% |
| 5Y | +30.5% | +111.6% | -81.1% | +26.1% |
| 10Y | +40.4% | +211.7% | -171.3% | +32.5% |
| All | +2,017.2% | +1,235.6% | +781.6% | +1,823.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 all: compounded portfolio wealth divided by compounded PAAS 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…
all analysis · Full analysis span regression · 6 months rolling