+60.4%
CVS vs PR
+86.0%
-25.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | +6.6% | +6.0% | +0.6% | +6.3% |
| 30D | -0.4% | -4.2% | +3.8% | -0.2% |
| 3M | -5.3% | +10.0% | -15.2% | -5.7% |
| 6M | -7.7% | +15.6% | -23.3% | -8.4% |
| YTD | +16.0% | +68.2% | -52.1% | +12.9% |
| 1Y | +16.2% | +79.2% | -63.0% | +12.7% |
| 3Y | +47.6% | +94.9% | -47.3% | +41.6% |
| 5Y | +12.3% | +272.8% | -260.4% | +3.5% |
| All | +60.4% | +86.0% | -25.6% | +62.0% |
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