+8.6%
CVS vs TAP
+2.3%
+6.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.9% |
| 7D | -3.7% | -7.8% | +4.1% | -2.4% |
| 30D | -0.3% | +7.1% | -7.5% | -2.2% |
| 3M | -10.3% | -7.0% | -3.2% | -9.4% |
| 6M | -4.6% | -3.8% | -0.8% | -4.5% |
| YTD | +10.7% | -11.7% | +22.4% | +12.5% |
| 1Y | +11.2% | -10.1% | +21.3% | +12.5% |
| 3Y | +43.0% | -23.7% | +66.7% | +47.1% |
| 5Y | +8.6% | +2.9% | +5.7% | +2.8% |
| All | +8.6% | +2.3% | +6.4% | +2.8% |
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