+65.4%
CVS vs SO
+46.3%
+19.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.3% |
| 7D | +4.0% | -0.2% | +4.1% | +4.0% |
| 30D | -2.4% | -4.6% | +2.2% | -1.5% |
| 3M | +2.7% | -3.0% | +5.7% | +3.3% |
| 6M | +21.9% | -8.3% | +30.1% | +23.9% |
| YTD | +24.7% | +3.5% | +21.2% | +23.4% |
| 1Y | +35.4% | -0.9% | +36.4% | +35.3% |
| All | +65.4% | +46.3% | +19.1% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling