+563.2%
CVS vs TPR
+7,380.8%
-6,817.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.0% | -2.3% | +6.3% | +4.4% |
| 30D | -2.4% | -23.0% | +20.6% | +2.6% |
| 3M | +2.7% | -12.5% | +15.1% | +4.8% |
| 6M | +21.9% | -21.4% | +43.3% | +26.6% |
| YTD | +24.7% | -3.5% | +28.3% | +23.7% |
| 1Y | +35.4% | +17.4% | +18.1% | +28.2% |
| 3Y | +65.2% | +291.3% | -226.1% | +16.4% |
| 5Y | +30.5% | +241.9% | -211.4% | -8.9% |
| 10Y | +40.4% | +322.7% | -282.3% | -16.6% |
| All | +563.2% | +7,380.8% | -6,817.5% | +109.7% |
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 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