+5.6%
CVS vs SM
+70.4%
-64.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -15.3% | +2.8% | -11.2% |
| 7D | -11.1% | -21.5% | +10.4% | -9.6% |
| 30D | -7.4% | -11.4% | +3.9% | -6.1% |
| 3M | -22.9% | +0.6% | -23.5% | -21.9% |
| 6M | -1.2% | +0.2% | -1.4% | -0.1% |
| YTD | +3.9% | +69.7% | -65.8% | +3.7% |
| 1Y | +5.6% | +71.6% | -66.0% | +5.5% |
| All | +5.6% | +70.4% | -64.8% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling