+2,039.3%
CVS vs SAP
+2,233.8%
-194.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | +4.0% | -2.9% | +6.9% | +4.4% |
| 30D | -2.4% | +9.0% | -11.4% | -4.0% |
| 3M | +2.7% | +14.9% | -12.3% | -0.4% |
| 6M | +21.9% | +11.9% | +10.0% | +18.1% |
| YTD | +24.7% | -9.9% | +34.7% | +25.2% |
| 1Y | +35.4% | -19.5% | +55.0% | +38.7% |
| 3Y | +65.2% | +61.8% | +3.4% | +46.1% |
| 5Y | +30.5% | +56.2% | -25.6% | +14.8% |
| 10Y | +40.4% | +180.6% | -140.2% | +8.4% |
| All | +2,039.3% | +2,233.8% | -194.4% | +887.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling