+1,760.0%
CVS vs TAP
+813.1%
+946.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +4.3% |
| 7D | -2.6% | -4.5% | +1.9% | -1.9% |
| 30D | +4.0% | +7.5% | -3.4% | +2.2% |
| 3M | -6.3% | -4.9% | -1.4% | -5.8% |
| 6M | -0.4% | -3.5% | +3.1% | -0.3% |
| YTD | +15.6% | -11.4% | +27.0% | +17.4% |
| 1Y | +18.3% | -10.8% | +29.1% | +19.9% |
| 3Y | +47.3% | -24.5% | +71.7% | +52.6% |
| 5Y | +13.2% | +2.5% | +10.7% | +9.3% |
| 10Y | +57.2% | -47.6% | +104.8% | +66.5% |
| All | +1,760.0% | +813.1% | +946.9% | +1,106.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling