+65.4%
CVS vs SN
+419.0%
-353.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.4% |
| 7D | +4.0% | -9.3% | +13.3% | +4.3% |
| 30D | -2.4% | -4.8% | +2.4% | -2.3% |
| 3M | +2.7% | +40.4% | -37.8% | +0.7% |
| 6M | +21.9% | +50.9% | -29.1% | +18.9% |
| YTD | +24.7% | +54.9% | -30.2% | +21.3% |
| 1Y | +35.4% | +43.0% | -7.6% | +32.1% |
| All | +65.4% | +419.0% | -353.6% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling