+52.0%
CVS vs RF
+277.2%
-225.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.1% |
| 7D | -3.7% | -0.1% | -3.5% | -3.7% |
| 30D | -0.3% | +7.0% | -7.4% | -2.3% |
| 3M | -10.3% | -7.0% | -3.3% | -8.6% |
| 6M | -4.6% | +6.8% | -11.4% | -6.6% |
| YTD | +10.7% | +9.9% | +0.8% | +7.1% |
| 1Y | +11.2% | +21.1% | -9.9% | +4.7% |
| 3Y | +43.0% | +119.6% | -76.6% | +11.5% |
| 5Y | +8.6% | +46.2% | -37.6% | -7.3% |
| 10Y | +52.0% | +261.5% | -209.6% | +2.1% |
| All | +52.0% | +277.2% | -225.3% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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