+64.8%
CVS vs Z
-33.1%
+97.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.5% |
| 7D | +4.0% | -3.0% | +7.0% | +3.9% |
| 30D | -2.4% | -4.2% | +1.8% | -2.4% |
| 3M | +2.7% | -3.7% | +6.4% | +2.7% |
| 6M | +21.9% | -24.5% | +46.4% | +21.9% |
| YTD | +24.7% | -49.3% | +74.0% | +25.4% |
| 1Y | +35.4% | -58.7% | +94.1% | +36.1% |
| All | +64.8% | -33.1% | +97.9% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling