+1,681.4%
CVS vs SO
+6,352.9%
-4,671.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.3% | +1.2% |
| 7D | -3.7% | -1.1% | -2.6% | -3.3% |
| 30D | -0.3% | +8.6% | -8.9% | -3.0% |
| 3M | -10.3% | +1.8% | -12.1% | -10.9% |
| 6M | -4.6% | +3.6% | -8.2% | -5.9% |
| YTD | +10.7% | +9.9% | +0.8% | +6.9% |
| 1Y | +11.2% | +5.7% | +5.5% | +8.8% |
| 3Y | +43.0% | +52.5% | -9.5% | +22.8% |
| 5Y | +8.6% | +77.3% | -68.7% | -11.8% |
| 10Y | +52.0% | +186.8% | -134.8% | +4.7% |
| All | +1,681.4% | +6,352.9% | -4,671.4% | +402.9% |
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 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