+28.9%
CVS vs SN
+681.9%
-653.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.3% | +1.6% |
| 7D | -3.7% | +7.6% | -11.3% | -4.0% |
| 30D | -0.3% | +24.1% | -24.4% | -1.2% |
| 3M | -10.3% | +23.7% | -34.0% | -11.1% |
| 6M | -4.6% | +105.5% | -110.1% | -8.1% |
| YTD | +10.7% | +105.1% | -94.4% | +6.3% |
| 1Y | +11.2% | +148.3% | -137.0% | +5.3% |
| 3Y | +43.0% | +438.7% | -395.6% | +20.7% |
| All | +28.9% | +681.9% | -653.0% | +6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling