+57.2%
CVS vs PR
+65.1%
-7.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +4.4% |
| 7D | -2.6% | -9.5% | +6.9% | -2.1% |
| 30D | +4.0% | -5.7% | +9.7% | +4.3% |
| 3M | -6.3% | +3.0% | -9.3% | -6.5% |
| 6M | -0.4% | +11.8% | -12.2% | -1.0% |
| YTD | +15.6% | +58.5% | -42.9% | +12.8% |
| 1Y | +18.3% | +69.9% | -51.6% | +15.0% |
| 3Y | +47.3% | +84.9% | -37.6% | +41.7% |
| 5Y | +13.2% | +246.4% | -233.3% | +4.6% |
| 10Y | +57.2% | +70.3% | -13.1% | +58.2% |
| All | +57.2% | +65.1% | -7.9% | +58.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling