+38.1%
CVS vs SN
+52.2%
-14.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.6% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +0.4% | -5.6% | +6.0% | +0.1% |
| 3M | -0.4% | +48.1% | -48.5% | -0.2% |
| 6M | +25.1% | +57.6% | -32.5% | +25.1% |
| YTD | +23.9% | +56.5% | -32.6% | +23.3% |
| All | +38.1% | +52.2% | -14.0% | +40.3% |
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