+35.7%
CVS vs S
-57.7%
+93.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.9% | -1.2% | -0.7% | -1.9% |
| 30D | -0.3% | -12.6% | +12.2% | -0.2% |
| 3M | -1.1% | +27.6% | -28.7% | -1.4% |
| 6M | +23.7% | +35.5% | -11.8% | +23.3% |
| YTD | +23.0% | +29.6% | -6.6% | +22.6% |
| 1Y | +37.2% | +8.1% | +29.0% | +37.1% |
| 3Y | +62.4% | +14.8% | +47.7% | +61.6% |
| 5Y | +31.8% | -70.6% | +102.4% | +29.7% |
| All | +35.7% | -57.7% | +93.5% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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