+5.7%
CVS vs TPR
+253.5%
-247.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.2% |
| 7D | -7.1% | +14.2% | -21.3% | -8.4% |
| 30D | -4.0% | +17.1% | -21.1% | -5.6% |
| 3M | -12.2% | -17.7% | +5.5% | -10.7% |
| 6M | -2.2% | -10.2% | +8.0% | -1.7% |
| YTD | +8.9% | +4.9% | +4.0% | +7.3% |
| 1Y | +9.9% | +36.1% | -26.3% | +5.0% |
| 3Y | +32.1% | +416.5% | -384.4% | +5.4% |
| All | +5.7% | +253.5% | -247.8% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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