+31.5%
CVS vs SO
+61.3%
-29.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | -1.6% | +1.0% | -2.6% | -1.9% |
| 30D | +0.4% | -3.2% | +3.6% | +1.4% |
| 3M | -0.4% | -1.7% | +1.3% | 0.0% |
| 6M | +25.1% | -7.2% | +32.3% | +27.9% |
| YTD | +23.9% | +4.6% | +19.3% | +21.4% |
| 1Y | +41.1% | +1.2% | +39.9% | +39.7% |
| 3Y | +63.6% | +45.3% | +18.3% | +39.5% |
| 5Y | +31.5% | +58.7% | -27.2% | +8.9% |
| All | +31.5% | +61.3% | -29.8% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling