+900.9%
CVS vs SNY
+241.5%
+659.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -2.0% | -3.6% | +1.7% | -0.8% |
| 30D | +1.9% | -1.9% | +3.8% | +2.5% |
| 3M | -2.2% | -2.0% | -0.2% | -1.8% |
| 6M | +26.7% | +2.5% | +24.2% | +25.1% |
| YTD | +22.9% | -7.0% | +29.8% | +24.8% |
| 1Y | +32.9% | -4.4% | +37.3% | +33.5% |
| 3Y | +62.3% | -8.4% | +70.7% | +60.5% |
| 5Y | +34.2% | +9.5% | +24.7% | +22.9% |
| 10Y | +41.8% | +64.3% | -22.5% | +11.1% |
| All | +900.9% | +241.5% | +659.4% | +443.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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