+25.3%
F vs CVS
+34.3%
-8.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -4.2% |
| 7D | +1.2% | -1.6% | +2.7% | +1.3% |
| 30D | +1.2% | +0.4% | +0.8% | +1.2% |
| 3M | -5.7% | -0.4% | -5.2% | -5.7% |
| 6M | +17.9% | +25.1% | -7.2% | +15.9% |
| YTD | +10.4% | +23.9% | -13.5% | +6.4% |
| 1Y | +25.3% | +41.1% | -15.7% | +18.4% |
| All | +25.3% | +34.3% | -8.9% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling