+479.0%
CVS vs TPR
+8,033.7%
-7,554.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.3% |
| 7D | -7.1% | +14.2% | -21.3% | -9.8% |
| 30D | -4.0% | +17.1% | -21.1% | -7.3% |
| 3M | -12.2% | -17.7% | +5.5% | -9.3% |
| 6M | -2.2% | -10.2% | +8.0% | -1.3% |
| YTD | +8.9% | +4.9% | +4.0% | +5.8% |
| 1Y | +9.9% | +36.1% | -26.3% | +0.8% |
| 3Y | +32.1% | +416.5% | -384.4% | -12.5% |
| 5Y | +5.7% | +254.8% | -249.1% | -26.9% |
| 10Y | +39.0% | +391.7% | -352.7% | -20.3% |
| All | +479.0% | +8,033.7% | -7,554.7% | +79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling