-4.4%
CVS vs VLTO
+36.0%
-40.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +10.4% | +0.8% | +9.6% | +10.3% |
| 30D | +3.3% | +18.7% | -15.4% | +1.6% |
| 3M | -4.5% | +21.7% | -26.2% | -6.2% |
| 6M | -4.4% | +35.8% | -40.2% | -7.0% |
| All | -4.4% | +36.0% | -40.4% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 6mo: compounded portfolio wealth divided by compounded VLTO 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…
6mo analysis · Full analysis span regression · 6 months rolling