+21.9%
CVS vs SWKS
+28.1%
-6.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -0.3% |
| 7D | +4.0% | +12.5% | -8.6% | +4.6% |
| 30D | -2.4% | +10.5% | -12.9% | -1.8% |
| 3M | +2.7% | -7.4% | +10.1% | +1.3% |
| 6M | +21.9% | +32.7% | -10.8% | +21.1% |
| All | +21.9% | +28.1% | -6.2% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 6mo: compounded portfolio wealth divided by compounded SWKS 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…
6mo analysis · Full analysis span regression · 6 months rolling