+2,832.6%
GE vs CVS
+1,802.6%
+1,030.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.6% |
| 7D | +5.1% | +10.4% | -5.3% | +2.0% |
| 30D | +7.6% | +3.3% | +4.3% | +5.8% |
| 3M | -9.3% | -4.5% | -4.8% | -8.7% |
| 6M | +11.5% | -4.4% | +15.9% | +11.8% |
| YTD | +7.9% | +16.6% | -8.8% | +0.5% |
| 1Y | +7.6% | +15.3% | -7.7% | +0.5% |
| 3Y | +265.9% | +48.6% | +217.3% | +203.2% |
| 5Y | +405.9% | +12.9% | +393.0% | +353.7% |
| 10Y | +149.6% | +63.2% | +86.4% | +94.8% |
| All | +2,832.6% | +1,802.6% | +1,030.0% | +904.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling