+31.5%
CVS vs Z
-67.0%
+98.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.4% | +5.8% | -0.7% |
| 7D | -1.6% | -3.3% | +1.7% | -1.5% |
| 30D | +0.4% | -3.7% | +4.1% | +0.4% |
| 3M | -0.4% | -7.0% | +6.6% | -0.4% |
| 6M | +25.1% | -29.5% | +54.7% | +25.5% |
| YTD | +23.9% | -52.6% | +76.5% | +25.1% |
| 1Y | +41.1% | -64.0% | +105.1% | +42.9% |
| 3Y | +63.6% | -36.4% | +100.1% | +61.5% |
| 5Y | +31.5% | -65.8% | +97.3% | +19.9% |
| All | +31.5% | -67.0% | +98.5% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling