+5.7%
CVS vs RF
+42.5%
-36.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.2% |
| 7D | -7.1% | -0.9% | -6.2% | -7.0% |
| 30D | -4.0% | +6.0% | -10.0% | -5.5% |
| 3M | -12.2% | -8.9% | -3.3% | -10.3% |
| 6M | -2.2% | +2.3% | -4.5% | -3.0% |
| YTD | +8.9% | +7.6% | +1.3% | +6.2% |
| 1Y | +9.9% | +21.2% | -11.3% | +3.9% |
| 3Y | +32.1% | +108.5% | -76.4% | +6.4% |
| All | +5.7% | +42.5% | -36.8% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling