+1,907.2%
CVS vs SO
+5,976.4%
-4,069.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.2% |
| 7D | +4.0% | -0.2% | +4.1% | +4.0% |
| 30D | -2.4% | -4.6% | +2.2% | -0.9% |
| 3M | +2.7% | -3.0% | +5.7% | +3.6% |
| 6M | +21.9% | -8.3% | +30.1% | +25.0% |
| YTD | +24.7% | +3.5% | +21.2% | +22.8% |
| 1Y | +35.4% | -0.9% | +36.4% | +35.2% |
| 3Y | +65.2% | +45.4% | +19.8% | +43.9% |
| 5Y | +30.5% | +59.6% | -29.1% | +9.7% |
| 10Y | +40.4% | +156.6% | -116.2% | 0.0% |
| All | +1,907.2% | +5,976.4% | -4,069.2% | +478.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling