+12.3%
CVS vs SM
-0.4%
+12.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.6% | -5.0% | 0.0% |
| 7D | +12.0% | +0.3% | +11.6% | +11.9% |
| 30D | +2.8% | -17.3% | +20.1% | +4.6% |
| 3M | -3.6% | -3.6% | 0.0% | -3.3% |
| 6M | -1.6% | +2.9% | -4.5% | -2.2% |
| YTD | +16.3% | +70.2% | -53.9% | +9.6% |
| 1Y | +15.5% | +66.5% | -51.0% | +9.0% |
| 3Y | +48.1% | -8.2% | +56.3% | +46.2% |
| 5Y | +12.3% | -1.5% | +13.8% | +8.8% |
| All | +12.3% | -0.4% | +12.7% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling