+1,776.3%
CVS vs RF
+1,434.6%
+341.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +10.4% | +0.4% | +10.1% | +10.3% |
| 30D | +3.3% | +5.6% | -2.3% | +2.2% |
| 3M | -4.5% | -8.9% | +4.3% | -3.0% |
| 6M | -4.4% | +7.1% | -11.5% | -5.7% |
| YTD | +16.6% | +8.3% | +8.3% | +14.5% |
| 1Y | +15.3% | +16.8% | -1.5% | +11.7% |
| 3Y | +48.6% | +115.0% | -66.5% | +27.7% |
| 5Y | +12.9% | +46.4% | -33.5% | +2.4% |
| 10Y | +63.2% | +230.2% | -167.0% | +24.0% |
| All | +1,776.3% | +1,434.6% | +341.7% | +665.8% |
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