+31.5%
CVS vs SM
+111.2%
-79.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.3% | -1.0% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | +0.4% | +31.5% | -31.1% | -2.0% |
| 3M | -0.4% | +17.3% | -17.8% | -2.1% |
| 6M | +25.1% | +48.5% | -23.4% | +20.0% |
| YTD | +23.9% | +106.3% | -82.4% | +15.0% |
| 1Y | +41.1% | +47.3% | -6.2% | +34.8% |
| 3Y | +63.6% | -1.4% | +65.0% | +60.3% |
| 5Y | +31.5% | +114.0% | -82.5% | +13.5% |
| All | +31.5% | +111.2% | -79.7% | +13.5% |
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 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