+27.6%
CVS vs S
-49.1%
+76.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.4% |
| 7D | -2.6% | +1.4% | -4.0% | -2.6% |
| 30D | +4.0% | -10.8% | +14.9% | +4.1% |
| 3M | -6.3% | +5.4% | -11.7% | -6.4% |
| 6M | -0.4% | +41.2% | -41.6% | -0.7% |
| YTD | +15.6% | +56.2% | -40.6% | +15.1% |
| 1Y | +18.3% | +36.3% | -18.0% | +18.0% |
| 3Y | +47.3% | +49.4% | -2.2% | +46.1% |
| 5Y | +13.2% | -66.9% | +80.0% | +10.8% |
| All | +27.6% | -49.1% | +76.7% | +29.7% |
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