+72.2%
F vs CVS
+57.7%
+14.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.4% | -6.3% | -3.3% |
| 7D | -0.2% | -2.6% | +2.4% | +0.1% |
| 30D | +0.9% | +4.0% | -3.1% | -1.1% |
| 3M | -11.3% | -6.3% | -5.0% | -10.2% |
| 6M | +2.0% | -0.4% | +2.4% | +0.9% |
| YTD | -3.2% | +15.6% | -18.8% | -10.2% |
| 1Y | -3.5% | +18.3% | -21.8% | -11.3% |
| 3Y | +48.1% | +47.3% | +0.8% | +20.4% |
| 5Y | -13.5% | +13.2% | -26.7% | -22.2% |
| 10Y | +72.2% | +57.2% | +15.0% | +29.1% |
| All | +72.2% | +57.7% | +14.5% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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