+10.6%
CVS vs Z
+6.6%
+4.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.5% |
| 7D | +12.0% | -13.1% | +25.0% | +12.6% |
| 30D | +2.8% | +5.9% | -3.1% | +2.3% |
| 3M | -3.6% | -13.7% | +10.1% | -3.2% |
| 6M | -1.6% | -27.1% | +25.5% | -0.6% |
| YTD | +16.3% | -56.8% | +73.1% | +20.5% |
| 1Y | +15.5% | -60.2% | +75.7% | +20.1% |
| 3Y | +48.1% | -19.7% | +67.8% | +45.1% |
| 5Y | +12.3% | -53.7% | +66.0% | +11.7% |
| 10Y | +62.7% | -16.9% | +79.6% | +38.9% |
| All | +10.6% | +6.6% | +4.0% | -12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling