+307.7%
GLW vs CVS
+33.6%
+274.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +2.5% |
| 7D | -13.9% | -7.1% | -6.8% | -13.7% |
| 30D | -35.0% | -4.0% | -31.0% | -34.8% |
| 3M | -32.4% | -12.2% | -20.1% | -32.0% |
| 6M | -41.3% | -2.2% | -39.2% | -41.4% |
| YTD | +21.8% | +8.9% | +12.9% | +20.2% |
| 1Y | +21.8% | +9.9% | +12.0% | +20.1% |
| 3Y | +307.7% | +32.1% | +275.6% | +290.8% |
| All | +307.7% | +33.6% | +274.1% | +290.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling