+41.1%
CVS vs PL
+40.9%
+0.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.5% |
| 7D | +6.6% | +10.0% | -3.5% | +6.3% |
| 30D | -0.4% | -2.3% | +1.8% | -0.5% |
| 3M | -5.3% | -44.2% | +38.9% | -4.3% |
| 6M | -7.7% | -66.1% | +58.4% | -6.0% |
| YTD | +16.0% | -30.0% | +46.0% | +15.6% |
| 1Y | +16.2% | +21.0% | -4.8% | +13.7% |
| 3Y | +47.6% | +516.5% | -469.0% | +32.5% |
| 5Y | +12.3% | +32.0% | -19.7% | -2.4% |
| All | +41.1% | +40.9% | +0.2% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling