+2,883.5%
GE vs CVS
+1,935.3%
+948.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -1.6% | +4.0% | -5.5% | -2.8% |
| 30D | -11.6% | -2.4% | -9.2% | -11.0% |
| 3M | +3.0% | +2.7% | +0.4% | +1.8% |
| 6M | -0.5% | +21.9% | -22.4% | -7.2% |
| YTD | +9.7% | +24.7% | -15.0% | +0.9% |
| 1Y | +20.0% | +35.4% | -15.4% | +7.2% |
| 3Y | +275.8% | +65.2% | +210.7% | +203.1% |
| 5Y | +429.1% | +30.5% | +398.5% | +355.6% |
| 10Y | +151.2% | +40.4% | +110.8% | +105.5% |
| All | +2,883.5% | +1,935.3% | +948.3% | +908.4% |
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 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