+31.5%
CVS vs TAP
0.0%
+31.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +0.2% |
| 7D | -1.6% | -2.3% | +0.7% | -1.1% |
| 30D | +0.4% | -9.4% | +9.8% | +2.4% |
| 3M | -0.4% | -0.8% | +0.4% | -0.5% |
| 6M | +25.1% | -14.7% | +39.9% | +29.0% |
| YTD | +23.9% | -13.9% | +37.8% | +27.2% |
| 1Y | +41.1% | -18.6% | +59.7% | +46.5% |
| 3Y | +63.6% | -32.0% | +95.6% | +74.1% |
| 5Y | +31.5% | -1.0% | +32.5% | +23.0% |
| All | +31.5% | 0.0% | +31.6% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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