+31.5%
CVS vs S
-72.3%
+103.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.7% |
| 7D | -1.6% | -5.8% | +4.2% | -1.5% |
| 30D | +0.4% | -9.2% | +9.6% | +0.5% |
| 3M | -0.4% | +23.4% | -23.8% | -0.7% |
| 6M | +25.1% | +36.9% | -11.8% | +24.5% |
| YTD | +23.9% | +29.5% | -5.6% | +23.3% |
| 1Y | +41.1% | +5.4% | +35.6% | +41.0% |
| 3Y | +63.6% | +14.7% | +48.9% | +62.3% |
| 5Y | +31.5% | -71.5% | +103.1% | +32.0% |
| All | +31.5% | -72.3% | +103.8% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling