+123.2%
GLW vs CVS
+35.9%
+87.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +5.7% |
| 7D | +3.8% | +4.0% | -0.2% | +3.9% |
| 30D | -1.3% | -2.4% | +1.1% | -1.4% |
| 3M | -21.8% | +2.7% | -24.5% | -21.7% |
| 6M | +6.9% | +21.9% | -15.0% | +6.6% |
| YTD | +77.2% | +24.7% | +52.4% | +72.7% |
| 1Y | +123.2% | +35.4% | +87.8% | +116.3% |
| All | +123.2% | +35.9% | +87.3% | +116.3% |
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