+60.2%
CVS vs SNAP
-77.2%
+137.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.6% | -0.4% |
| 7D | +4.0% | +0.7% | +3.2% | +3.9% |
| 30D | -2.4% | +2.6% | -5.0% | -2.5% |
| 3M | +2.7% | -9.9% | +12.5% | +2.8% |
| 6M | +21.9% | +1.9% | +20.0% | +21.4% |
| YTD | +24.7% | -32.2% | +57.0% | +25.7% |
| 1Y | +35.4% | -22.8% | +58.3% | +35.8% |
| 3Y | +65.2% | -47.6% | +112.8% | +64.7% |
| 5Y | +30.5% | -92.7% | +123.3% | +36.2% |
| All | +60.2% | -77.2% | +137.4% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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