+31.9%
CVS vs RF
+89.8%
-57.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +4.0% | +1.3% | +2.6% | +3.6% |
| 30D | -2.4% | -3.6% | +1.2% | -1.5% |
| 3M | +2.7% | +8.1% | -5.4% | +0.6% |
| 6M | +21.9% | +11.5% | +10.4% | +18.2% |
| YTD | +24.7% | +15.6% | +9.2% | +19.6% |
| 1Y | +35.4% | +15.7% | +19.8% | +29.6% |
| 3Y | +65.2% | +86.9% | -21.7% | +36.5% |
| All | +31.9% | +89.8% | -57.9% | +5.1% |
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 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