+742.2%
CVS vs PWR
+8,583.6%
-7,841.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +4.0% | +3.6% | +0.4% | +3.5% |
| 30D | -2.4% | -8.6% | +6.2% | -1.4% |
| 3M | +2.7% | -13.2% | +15.8% | +4.0% |
| 6M | +21.9% | +9.9% | +12.0% | +19.4% |
| YTD | +24.7% | +48.0% | -23.3% | +17.4% |
| 1Y | +35.4% | +66.2% | -30.7% | +25.3% |
| 3Y | +65.2% | +195.1% | -129.9% | +39.1% |
| 5Y | +30.5% | +442.6% | -412.0% | +0.3% |
| 10Y | +40.4% | +2,334.2% | -2,293.9% | -12.6% |
| All | +742.2% | +8,583.6% | -7,841.4% | +282.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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