+26.8%
CVS vs SN
+659.6%
-632.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.4% | +3.0% |
| 7D | -7.1% | +7.2% | -14.3% | -7.4% |
| 30D | -4.0% | +20.4% | -24.4% | -4.7% |
| 3M | -12.2% | +23.9% | -36.1% | -13.1% |
| 6M | -2.2% | +93.0% | -95.2% | -5.5% |
| YTD | +8.9% | +99.2% | -90.3% | +4.7% |
| 1Y | +9.9% | +142.6% | -132.7% | +4.1% |
| 3Y | +32.1% | +398.8% | -366.7% | +12.1% |
| All | +26.8% | +659.6% | -632.8% | +5.1% |
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