+5.6%
CVS vs SN
+156.5%
-150.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +4.1% | -16.6% | -12.2% |
| 7D | -11.1% | +10.6% | -21.7% | -10.4% |
| 30D | -7.4% | +20.0% | -27.5% | -6.2% |
| 3M | -22.9% | +30.4% | -53.2% | -21.4% |
| 6M | -1.2% | +91.0% | -92.2% | +3.0% |
| YTD | +3.9% | +95.9% | -92.1% | +7.6% |
| 1Y | +5.6% | +158.9% | -153.3% | +11.3% |
| All | +5.6% | +156.5% | -150.9% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling