+1,893.9%
CVS vs SAP
+2,439.8%
-545.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +12.0% | -2.5% | +14.4% | +12.4% |
| 30D | +2.8% | +7.5% | -4.7% | +1.3% |
| 3M | -3.6% | +11.6% | -15.2% | -5.8% |
| 6M | -1.6% | +37.6% | -39.3% | -8.0% |
| YTD | +16.3% | -2.0% | +18.2% | +14.7% |
| 1Y | +15.5% | -6.4% | +21.9% | +15.0% |
| 3Y | +48.1% | +67.7% | -19.6% | +30.2% |
| 5Y | +12.3% | +75.7% | -63.4% | -3.4% |
| 10Y | +62.7% | +229.3% | -166.6% | +21.9% |
| All | +1,893.9% | +2,439.8% | -545.9% | +804.9% |
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 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