+5.3%
CVS vs Z
+10.9%
-5.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.1% | +1.5% |
| 7D | -3.7% | -5.2% | +1.5% | -3.6% |
| 30D | -0.3% | +5.7% | -6.1% | -0.8% |
| 3M | -10.3% | -8.7% | -1.5% | -10.2% |
| 6M | -4.6% | -26.0% | +21.4% | -3.6% |
| YTD | +10.7% | -55.0% | +65.8% | +14.5% |
| 1Y | +11.2% | -58.0% | +69.2% | +15.4% |
| 3Y | +43.0% | -15.2% | +58.2% | +39.8% |
| 5Y | +8.6% | -53.8% | +62.4% | +8.1% |
| 10Y | +52.0% | -14.5% | +66.5% | +29.6% |
| All | +5.3% | +10.9% | -5.6% | -16.4% |
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