+32.1%
CVS vs SO
+45.4%
-13.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.3% |
| 7D | -7.1% | -1.5% | -5.6% | -6.8% |
| 30D | -4.0% | +8.1% | -12.1% | -5.5% |
| 3M | -12.2% | +0.2% | -12.4% | -12.3% |
| 6M | -2.2% | +0.4% | -2.6% | -2.3% |
| YTD | +8.9% | +8.5% | +0.4% | +6.7% |
| 1Y | +9.9% | +4.9% | +4.9% | +8.5% |
| 3Y | +32.1% | +47.9% | -15.8% | +22.4% |
| All | +32.1% | +45.4% | -13.3% | +22.4% |
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