+1,388.6%
CVS vs SM
+1,360.8%
+27.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.6% | -5.0% | +0.1% |
| 7D | +12.0% | +0.3% | +11.6% | +11.9% |
| 30D | +2.8% | -17.3% | +20.1% | +4.3% |
| 3M | -3.6% | -3.6% | 0.0% | -3.4% |
| 6M | -1.6% | +2.9% | -4.5% | -2.3% |
| YTD | +16.3% | +70.2% | -53.9% | +10.3% |
| 1Y | +15.5% | +66.5% | -51.0% | +9.7% |
| 3Y | +48.1% | -8.2% | +56.3% | +45.3% |
| 5Y | +12.3% | -1.5% | +13.8% | +7.0% |
| 10Y | +62.7% | +11.9% | +50.8% | +28.4% |
| All | +1,388.6% | +1,360.8% | +27.8% | +711.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling