+8.3%
CVS vs SMR
-14.3%
+22.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -15.7% | +15.0% | -0.5% |
| 7D | -2.2% | -11.2% | +9.1% | -2.0% |
| 30D | -0.1% | -10.2% | +10.2% | 0.0% |
| 3M | -5.2% | -10.0% | +4.8% | -5.2% |
| 6M | +26.9% | -30.5% | +57.3% | +27.0% |
| YTD | +22.1% | -39.2% | +61.3% | +22.2% |
| 1Y | +30.8% | -75.5% | +106.3% | +32.9% |
| 3Y | +54.4% | +45.4% | +9.0% | +43.3% |
| All | +8.3% | -14.3% | +22.6% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 10y: compounded portfolio wealth divided by compounded SMR 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…
10y analysis · Full analysis span regression · 6 months rolling