+5.7%
CVS vs SO
+75.0%
-69.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.4% |
| 7D | -7.1% | -1.5% | -5.6% | -6.7% |
| 30D | -4.0% | +8.1% | -12.1% | -6.3% |
| 3M | -12.2% | +0.2% | -12.4% | -12.4% |
| 6M | -2.2% | +0.4% | -2.6% | -2.5% |
| YTD | +8.9% | +8.5% | +0.4% | +5.5% |
| 1Y | +9.9% | +4.9% | +4.9% | +7.7% |
| 3Y | +32.1% | +47.9% | -15.8% | +12.3% |
| All | +5.7% | +75.0% | -69.3% | -15.5% |
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