+1,907.2%
CVS vs SAN
+2,116.5%
-209.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +4.0% | +1.8% | +2.2% | +3.5% |
| 30D | -2.4% | +2.0% | -4.4% | -2.8% |
| 3M | +2.7% | +19.7% | -17.1% | -1.5% |
| 6M | +21.9% | +30.6% | -8.8% | +14.4% |
| YTD | +24.7% | +28.8% | -4.1% | +16.7% |
| 1Y | +35.4% | +57.8% | -22.3% | +21.1% |
| 3Y | +65.2% | +338.1% | -272.9% | +16.1% |
| 5Y | +30.5% | +384.2% | -353.7% | -12.6% |
| 10Y | +40.4% | +353.1% | -312.8% | -9.0% |
| All | +1,907.2% | +2,116.5% | -209.3% | +757.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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