+8.6%
CVS vs SAP
+73.0%
-64.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.6% |
| 7D | -3.7% | +1.6% | -5.3% | -3.8% |
| 30D | -0.3% | +10.5% | -10.9% | -1.0% |
| 3M | -10.3% | +15.2% | -25.4% | -11.1% |
| 6M | -4.6% | +36.7% | -41.3% | -6.8% |
| YTD | +10.7% | -0.6% | +11.3% | +11.9% |
| 1Y | +11.2% | -4.1% | +15.4% | +12.9% |
| 3Y | +43.0% | +73.2% | -30.2% | +30.5% |
| 5Y | +8.6% | +74.1% | -65.5% | -3.6% |
| All | +8.6% | +73.0% | -64.4% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling