+482.6%
CVS vs SBAC
+2,215.3%
-1,732.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | +12.0% | -2.8% | +14.7% | +12.2% |
| 30D | +2.8% | +3.1% | -0.4% | +2.4% |
| 3M | -3.6% | +5.1% | -8.7% | -4.1% |
| 6M | -1.6% | -11.4% | +9.8% | -1.0% |
| YTD | +16.3% | +0.2% | +16.1% | +15.7% |
| 1Y | +15.5% | -3.9% | +19.4% | +15.3% |
| 3Y | +48.1% | -7.7% | +55.8% | +47.6% |
| 5Y | +12.3% | -39.7% | +52.1% | +14.9% |
| 10Y | +62.7% | +111.9% | -49.2% | +53.1% |
| All | +482.6% | +2,215.3% | -1,732.8% | +384.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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