+39.7%
GLW vs CVS
+16.2%
+23.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.6% |
| 7D | +7.5% | +6.6% | +0.9% | +7.8% |
| 30D | -19.0% | -0.4% | -18.6% | -18.8% |
| 3M | -27.9% | -5.3% | -22.6% | -27.9% |
| 6M | -44.6% | -7.7% | -36.9% | -44.4% |
| YTD | +31.0% | +16.0% | +14.9% | +23.8% |
| 1Y | +39.7% | +16.2% | +23.5% | +32.0% |
| All | +39.7% | +16.2% | +23.5% | +32.0% |
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