+31.5%
CVS vs PM
+122.3%
-90.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.9% |
| 7D | -1.6% | -1.3% | -0.3% | -1.3% |
| 30D | +0.4% | -2.6% | +2.9% | +0.9% |
| 3M | -0.4% | +5.8% | -6.2% | -1.7% |
| 6M | +25.1% | +10.6% | +14.6% | +22.3% |
| YTD | +23.9% | +17.2% | +6.7% | +19.2% |
| 1Y | +41.1% | +17.6% | +23.4% | +35.4% |
| 3Y | +63.6% | +124.3% | -60.6% | +27.1% |
| 5Y | +31.5% | +125.1% | -93.5% | +1.1% |
| All | +31.5% | +122.3% | -90.8% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 5y: compounded portfolio wealth divided by compounded PM 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…
5y analysis · Full analysis span regression · 6 months rolling