+867.9%
GLW vs CVS
+40.0%
+827.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +16.9% | -1.9% | +18.8% | +17.5% |
| 30D | +7.0% | -0.3% | +7.3% | +6.9% |
| 3M | -3.0% | -1.1% | -1.8% | -3.1% |
| 6M | +31.0% | +23.7% | +7.3% | +21.3% |
| YTD | +93.4% | +23.0% | +70.4% | +77.1% |
| 1Y | +134.7% | +37.2% | +97.6% | +106.4% |
| 3Y | +471.8% | +62.4% | +409.4% | +348.2% |
| 5Y | +394.5% | +31.8% | +362.6% | +319.8% |
| 10Y | +867.9% | +41.9% | +826.0% | +611.9% |
| All | +867.9% | +40.0% | +827.9% | +611.9% |
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