+46.7%
CVS vs QSR
+206.0%
-159.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | -1.9% | -2.4% | +0.5% | -1.4% |
| 30D | -0.3% | +5.7% | -6.0% | -1.6% |
| 3M | -1.1% | +6.9% | -8.1% | -2.8% |
| 6M | +23.7% | +6.9% | +16.8% | +21.1% |
| YTD | +23.0% | +14.9% | +8.1% | +18.0% |
| 1Y | +37.2% | +29.1% | +8.1% | +27.5% |
| 3Y | +62.4% | +26.1% | +36.3% | +50.5% |
| 5Y | +31.8% | +42.3% | -10.5% | +17.3% |
| 10Y | +41.9% | +134.0% | -92.1% | +10.2% |
| All | +46.7% | +206.0% | -159.3% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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