+18.3%
CVS vs SO
+6.1%
+12.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.4% |
| 7D | -2.6% | -0.1% | -2.5% | -2.6% |
| 30D | +4.0% | +8.7% | -4.6% | +2.4% |
| 3M | -6.3% | +3.4% | -9.7% | -7.1% |
| 6M | -0.4% | +3.7% | -4.1% | -1.0% |
| YTD | +15.6% | +10.0% | +5.6% | +12.4% |
| 1Y | +18.3% | +6.6% | +11.7% | +20.2% |
| All | +18.3% | +6.1% | +12.2% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 1y: compounded portfolio wealth divided by compounded SO 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…
1y analysis · Full analysis span regression · 6 months rolling