+4,542.6%
GLW vs CVS
+1,935.3%
+2,607.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +5.8% |
| 7D | +3.8% | +4.0% | -0.2% | +2.8% |
| 30D | -1.3% | -2.4% | +1.1% | -0.9% |
| 3M | -21.8% | +2.7% | -24.5% | -22.5% |
| 6M | +6.9% | +21.9% | -15.0% | +1.7% |
| YTD | +77.2% | +24.7% | +52.4% | +66.1% |
| 1Y | +123.2% | +35.4% | +87.8% | +105.0% |
| 3Y | +400.0% | +65.2% | +334.8% | +325.4% |
| 5Y | +342.8% | +30.5% | +312.3% | +296.9% |
| 10Y | +771.4% | +40.4% | +731.0% | +649.7% |
| All | +4,542.6% | +1,935.3% | +2,607.3% | +2,220.2% |
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