+5.6%
CVS vs PR
+87.5%
-81.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -6.5% | -6.0% | -12.3% |
| 7D | -11.1% | -12.1% | +1.0% | -11.0% |
| 30D | -7.4% | +0.9% | -8.3% | -6.9% |
| 3M | -22.9% | +10.1% | -33.0% | -21.9% |
| 6M | -1.2% | +1.1% | -2.3% | -1.2% |
| YTD | +3.9% | +63.7% | -59.8% | +10.3% |
| 1Y | +5.6% | +87.0% | -81.5% | +11.1% |
| All | +5.6% | +87.5% | -81.9% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling