+44.2%
CVS vs SN
+496.6%
-452.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.7% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +0.4% | -5.6% | +6.0% | +0.6% |
| 3M | -0.4% | +48.1% | -48.5% | -2.6% |
| 6M | +25.1% | +57.6% | -32.5% | +21.7% |
| YTD | +23.9% | +56.5% | -32.6% | +20.3% |
| 1Y | +41.1% | +52.6% | -11.5% | +37.0% |
| 3Y | +63.6% | +412.0% | -348.4% | +36.3% |
| All | +44.2% | +496.6% | -452.4% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling