+55.6%
CVS vs SMR
+81.4%
-25.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.7% |
| 7D | -1.9% | +13.1% | -15.0% | -1.9% |
| 30D | -0.3% | +17.8% | -18.1% | -0.4% |
| 3M | -1.1% | +8.1% | -9.2% | -1.2% |
| 6M | +23.7% | -11.1% | +34.8% | +23.7% |
| YTD | +23.0% | -23.7% | +46.7% | +22.9% |
| 1Y | +37.2% | -69.4% | +106.6% | +38.3% |
| All | +55.6% | +81.4% | -25.8% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling