+292.6%
CVS vs PM
+752.6%
-460.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.3% |
| 7D | +4.0% | -4.9% | +8.8% | +5.9% |
| 30D | -2.4% | -3.4% | +1.0% | -1.1% |
| 3M | +2.7% | +5.2% | -2.5% | +0.1% |
| 6M | +21.9% | +3.7% | +18.2% | +18.9% |
| YTD | +24.7% | +15.8% | +9.0% | +16.0% |
| 1Y | +35.4% | +17.4% | +18.1% | +24.7% |
| 3Y | +65.2% | +116.9% | -51.7% | +13.6% |
| 5Y | +30.5% | +117.3% | -86.8% | -11.5% |
| 10Y | +40.4% | +193.8% | -153.4% | -21.3% |
| All | +292.6% | +752.6% | -460.0% | +21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling