-1.6%
F vs CVS
+12.6%
-14.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.0% | +0.6% |
| 7D | -0.6% | -3.7% | +3.0% | -0.7% |
| 30D | +2.9% | -0.3% | +3.2% | +2.5% |
| 3M | -9.5% | -10.3% | +0.8% | -9.1% |
| 6M | +4.0% | -4.6% | +8.6% | +4.3% |
| YTD | -1.3% | +10.7% | -12.0% | -3.8% |
| All | -1.6% | +12.6% | -14.1% | -5.1% |
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 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