+780.7%
GOOG vs CVS
+41.0%
+739.7%
-44.6%
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 | 0.0% | -2.2% | +2.2% | +0.4% |
| 30D | -2.0% | -0.1% | -1.9% | -2.0% |
| 3M | -5.9% | -5.2% | -0.7% | -5.1% |
| 6M | +8.9% | +26.9% | -18.0% | +3.7% |
| YTD | +7.1% | +22.1% | -15.0% | +2.3% |
| 1Y | +39.7% | +30.8% | +8.9% | +31.3% |
| 3Y | +145.8% | +54.4% | +91.5% | +117.5% |
| 5Y | +138.6% | +33.4% | +105.2% | +118.3% |
| All | +780.7% | +41.0% | +739.7% | +645.9% |
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