+3,524.4%
GLW vs CVS
+1,796.9%
+1,727.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.6% | +6.9% | +7.3% |
| 7D | +1.4% | +12.0% | -10.5% | -1.2% |
| 30D | -18.2% | +2.8% | -21.0% | -18.9% |
| 3M | -24.2% | -3.6% | -20.6% | -24.0% |
| 6M | -41.7% | -1.6% | -40.1% | -42.1% |
| YTD | +38.3% | +16.3% | +22.0% | +31.1% |
| 1Y | +38.2% | +15.5% | +22.7% | +31.3% |
| 3Y | +363.4% | +48.1% | +315.3% | +302.9% |
| 5Y | +254.6% | +12.3% | +242.3% | +227.9% |
| 10Y | +562.0% | +62.7% | +499.3% | +453.2% |
| All | +3,524.4% | +1,796.9% | +1,727.5% | +1,731.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling