+526.0%
GLW vs CVS
+63.8%
+462.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.2% |
| 7D | +7.7% | +6.6% | +1.2% | +5.6% |
| 30D | -18.8% | -0.4% | -18.4% | -19.0% |
| 3M | -27.7% | -5.3% | -22.5% | -27.1% |
| 6M | -44.4% | -7.7% | -36.7% | -43.7% |
| YTD | +31.3% | +16.0% | +15.2% | +21.3% |
| 1Y | +40.0% | +16.2% | +23.8% | +29.4% |
| 3Y | +339.2% | +47.6% | +291.7% | +253.1% |
| 5Y | +229.2% | +12.3% | +216.8% | +197.2% |
| All | +526.0% | +63.8% | +462.2% | +346.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling