+51.7%
CVS vs PL
+84.9%
-33.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | +4.0% | -9.3% | +13.3% | +4.2% |
| 30D | -2.4% | -18.9% | +16.5% | -2.0% |
| 3M | +2.7% | -58.4% | +61.0% | +4.3% |
| 6M | +21.9% | -30.3% | +52.2% | +22.0% |
| YTD | +24.7% | -8.1% | +32.9% | +23.7% |
| 1Y | +35.4% | +180.5% | -145.0% | +29.3% |
| 3Y | +65.2% | +444.1% | -379.0% | +49.0% |
| 5Y | +30.5% | +83.0% | -52.5% | +13.9% |
| All | +51.7% | +84.9% | -33.2% | +32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling