+41.9%
CVS vs Z
-5.7%
+47.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | -1.9% | -7.1% | +5.2% | -1.6% |
| 30D | -0.3% | -4.8% | +4.5% | -0.2% |
| 3M | -1.1% | -9.3% | +8.2% | -0.9% |
| 6M | +23.7% | -29.0% | +52.7% | +25.2% |
| YTD | +23.0% | -52.9% | +75.9% | +26.9% |
| 1Y | +37.2% | -63.1% | +100.3% | +43.1% |
| 3Y | +62.4% | -36.9% | +99.3% | +62.0% |
| 5Y | +31.8% | -65.5% | +97.3% | +33.3% |
| 10Y | +41.9% | -3.9% | +45.8% | +21.5% |
| All | +41.9% | -5.7% | +47.6% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling