+248.4%
CVS vs PM
+809.8%
-561.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.6% |
| 7D | -3.7% | -7.3% | +3.6% | -1.1% |
| 30D | -0.3% | -4.0% | +3.7% | +0.9% |
| 3M | -10.3% | +2.7% | -13.0% | -11.7% |
| 6M | -4.6% | +14.9% | -19.4% | -10.6% |
| YTD | +10.7% | +23.5% | -12.8% | -0.1% |
| 1Y | +11.2% | +30.4% | -19.1% | -1.9% |
| 3Y | +43.0% | +143.2% | -100.2% | -6.5% |
| 5Y | +8.6% | +159.5% | -150.8% | -32.0% |
| 10Y | +52.0% | +234.7% | -182.7% | -19.8% |
| All | +248.4% | +809.8% | -561.4% | +4.4% |
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