+278.2%
GE vs CVS
+48.4%
+229.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.9% | +1.4% |
| 7D | +4.0% | +12.0% | -7.9% | +3.0% |
| 30D | +11.1% | +2.8% | +8.3% | +10.5% |
| 3M | -6.7% | -3.6% | -3.2% | -6.6% |
| 6M | +14.3% | -1.6% | +15.9% | +14.0% |
| YTD | +11.7% | +16.3% | -4.5% | +9.0% |
| 1Y | +10.9% | +15.5% | -4.6% | +8.3% |
| All | +278.2% | +48.4% | +229.8% | +265.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling