+9.9%
CVS vs SMR
+11.2%
-1.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +15.3% | -16.0% | -0.9% |
| 7D | -1.6% | +21.4% | -23.0% | -1.8% |
| 30D | +0.4% | +13.8% | -13.5% | +0.2% |
| 3M | -0.4% | +3.9% | -4.3% | -0.6% |
| 6M | +25.1% | -4.2% | +29.3% | +24.8% |
| YTD | +23.9% | -21.1% | +45.0% | +23.7% |
| 1Y | +41.1% | -67.1% | +108.1% | +42.9% |
| 3Y | +63.6% | +88.9% | -25.2% | +51.5% |
| All | +9.9% | +11.2% | -1.4% | +8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling