+41.9%
CVS vs SAP
+175.9%
-134.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | -1.9% | -0.3% | -1.6% | -1.9% |
| 30D | -0.3% | +0.3% | -0.6% | -0.5% |
| 3M | -1.1% | +16.9% | -18.0% | -4.4% |
| 6M | +23.7% | +6.3% | +17.4% | +21.4% |
| YTD | +23.0% | -12.4% | +35.4% | +25.2% |
| 1Y | +37.2% | -21.6% | +58.8% | +43.0% |
| 3Y | +62.4% | +54.8% | +7.7% | +39.3% |
| 5Y | +31.8% | +56.2% | -24.3% | +10.5% |
| 10Y | +41.9% | +179.0% | -137.1% | -4.2% |
| All | +41.9% | +175.9% | -134.0% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 10y: compounded portfolio wealth divided by compounded SAP 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…
10y analysis · Full analysis span regression · 6 months rolling