+53.9%
F vs CVS
+31.0%
+23.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.6% |
| 7D | +5.3% | +4.0% | +1.4% | +4.3% |
| 30D | +4.6% | -2.4% | +7.0% | +5.2% |
| 3M | -3.7% | +2.7% | -6.3% | -4.6% |
| 6M | +16.8% | +21.9% | -5.1% | +10.4% |
| YTD | +15.3% | +24.7% | -9.5% | +7.4% |
| 1Y | +31.0% | +35.4% | -4.4% | +18.9% |
| 3Y | +45.4% | +65.2% | -19.7% | +19.4% |
| All | +53.9% | +31.0% | +23.0% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling