+35.8%
CVS vs SN
+650.0%
-614.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.4% |
| 7D | +10.4% | +1.4% | +9.0% | +10.3% |
| 30D | +3.3% | +16.6% | -13.3% | +2.6% |
| 3M | -4.5% | +18.3% | -22.8% | -5.3% |
| 6M | -4.4% | +103.1% | -107.4% | -7.9% |
| YTD | +16.6% | +96.7% | -80.1% | +12.2% |
| 1Y | +15.3% | +134.3% | -119.0% | +9.4% |
| 3Y | +48.6% | +425.2% | -376.7% | +25.3% |
| All | +35.8% | +650.0% | -614.2% | +12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling