+47.6%
CVS vs SMR
+125.1%
-77.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.5% |
| 7D | +6.6% | -8.3% | +14.8% | +6.5% |
| 30D | -0.4% | -20.1% | +19.6% | -0.5% |
| 3M | -5.3% | -52.7% | +47.4% | -5.4% |
| 6M | -7.7% | -61.0% | +53.3% | -7.9% |
| YTD | +16.0% | -67.1% | +83.2% | +15.8% |
| 1Y | +16.2% | -79.9% | +96.1% | +16.4% |
| 3Y | +47.6% | +101.7% | -54.2% | +42.8% |
| All | +47.6% | +125.1% | -77.6% | +42.8% |
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