+5.7%
CVS vs S
-67.4%
+73.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +3.1% |
| 7D | -7.1% | -13.4% | +6.3% | -7.0% |
| 30D | -4.0% | -14.0% | +10.0% | -3.9% |
| 3M | -12.2% | +4.9% | -17.1% | -12.4% |
| 6M | -2.2% | +42.0% | -44.2% | -2.7% |
| YTD | +8.9% | +45.1% | -36.2% | +8.2% |
| 1Y | +9.9% | +33.1% | -23.2% | +9.3% |
| 3Y | +32.1% | +40.6% | -8.5% | +30.5% |
| All | +5.7% | -67.4% | +73.1% | +5.7% |
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 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