+65.4%
CVS vs SAP
+60.5%
+4.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.5% |
| 7D | +4.0% | -2.9% | +6.9% | +3.9% |
| 30D | -2.4% | +9.0% | -11.4% | -2.2% |
| 3M | +2.7% | +14.9% | -12.3% | +2.9% |
| 6M | +21.9% | +11.9% | +10.0% | +22.9% |
| YTD | +24.7% | -9.9% | +34.7% | +26.7% |
| 1Y | +35.4% | -19.5% | +55.0% | +37.9% |
| All | +65.4% | +60.5% | +4.9% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling