+525.1%
CVS vs SBAC
+2,208.1%
-1,683.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | +4.0% | -0.8% | +4.7% | +4.0% |
| 30D | -2.4% | +6.9% | -9.3% | -2.9% |
| 3M | +2.7% | -8.2% | +10.9% | +3.2% |
| 6M | +21.9% | -1.6% | +23.5% | +21.7% |
| YTD | +24.7% | -0.1% | +24.9% | +24.3% |
| 1Y | +35.4% | -0.5% | +35.9% | +35.0% |
| 3Y | +65.2% | -9.1% | +74.3% | +64.9% |
| 5Y | +30.5% | -43.8% | +74.3% | +34.3% |
| 10Y | +40.4% | +80.5% | -40.2% | +33.5% |
| All | +525.1% | +2,208.1% | -1,683.1% | +420.5% |
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