+1,776.3%
CVS vs SAN
+1,723.1%
+53.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.9% |
| 7D | +10.4% | +1.0% | +9.4% | +10.1% |
| 30D | +3.3% | -9.4% | +12.7% | +5.0% |
| 3M | -4.5% | -17.1% | +12.6% | -1.2% |
| 6M | -4.4% | +2.2% | -6.5% | -5.7% |
| YTD | +16.6% | +6.0% | +10.6% | +13.1% |
| 1Y | +15.3% | +12.7% | +2.6% | +10.3% |
| 3Y | +48.6% | +242.1% | -193.6% | +9.7% |
| 5Y | +12.9% | +293.6% | -280.7% | -21.3% |
| 10Y | +63.2% | +266.1% | -202.9% | +10.2% |
| All | +1,776.3% | +1,723.1% | +53.2% | +731.3% |
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