+37.7%
CVS vs S
-56.8%
+94.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | +4.0% | -7.7% | +11.7% | +4.0% |
| 30D | -2.4% | -5.3% | +2.9% | -2.4% |
| 3M | +2.7% | +20.3% | -17.6% | +2.5% |
| 6M | +21.9% | +47.4% | -25.5% | +21.3% |
| YTD | +24.7% | +32.5% | -7.8% | +24.3% |
| 1Y | +35.4% | +9.5% | +25.9% | +35.4% |
| 3Y | +65.2% | +15.5% | +49.7% | +64.4% |
| 5Y | +30.5% | -71.2% | +101.8% | +28.0% |
| All | +37.7% | -56.8% | +94.5% | +40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling