+1,798.7%
CVS vs SAP
+2,475.8%
-677.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.4% |
| 7D | -3.7% | +1.6% | -5.3% | -4.1% |
| 30D | -0.3% | +10.5% | -10.9% | -2.3% |
| 3M | -10.3% | +15.2% | -25.4% | -12.8% |
| 6M | -4.6% | +36.7% | -41.3% | -10.7% |
| YTD | +10.7% | -0.6% | +11.3% | +9.0% |
| 1Y | +11.2% | -4.1% | +15.4% | +10.3% |
| 3Y | +43.0% | +73.2% | -30.2% | +25.0% |
| 5Y | +8.6% | +74.1% | -65.5% | -6.4% |
| 10Y | +52.0% | +222.9% | -171.0% | +14.3% |
| All | +1,798.7% | +2,475.8% | -677.0% | +759.7% |
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