+1,907.2%
CVS vs RF
+1,537.4%
+369.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +4.0% | +1.3% | +2.6% | +3.7% |
| 30D | -2.4% | -3.6% | +1.2% | -1.8% |
| 3M | +2.7% | +8.1% | -5.4% | +1.2% |
| 6M | +21.9% | +11.5% | +10.4% | +19.3% |
| YTD | +24.7% | +15.6% | +9.2% | +21.2% |
| 1Y | +35.4% | +15.7% | +19.8% | +31.3% |
| 3Y | +65.2% | +86.9% | -21.7% | +45.3% |
| 5Y | +30.5% | +89.8% | -59.3% | +13.2% |
| 10Y | +40.4% | +344.7% | -304.3% | +1.7% |
| All | +1,907.2% | +1,537.4% | +369.8% | +710.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling