+12.3%
CVS vs PR
+257.5%
-245.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +0.3% |
| 7D | +12.0% | -0.5% | +12.4% | +12.0% |
| 30D | +2.8% | -4.6% | +7.4% | +3.2% |
| 3M | -3.6% | +4.7% | -8.3% | -4.0% |
| 6M | -1.6% | +12.4% | -14.1% | -2.7% |
| YTD | +16.3% | +62.9% | -46.6% | +11.0% |
| 1Y | +15.5% | +70.6% | -55.1% | +9.7% |
| 3Y | +48.1% | +90.0% | -41.9% | +37.4% |
| 5Y | +12.3% | +255.5% | -243.2% | -2.1% |
| All | +12.3% | +257.5% | -245.2% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling