+135.0%
GOOG vs CVS
+31.1%
+103.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -2.5% | -2.0% | -0.5% | -2.3% |
| 30D | -3.6% | +1.9% | -5.5% | -3.8% |
| 3M | -6.4% | -2.2% | -4.2% | -6.3% |
| 6M | +7.8% | +26.7% | -19.0% | +5.4% |
| YTD | +5.5% | +22.9% | -17.4% | +3.2% |
| 1Y | +38.3% | +32.9% | +5.4% | +34.1% |
| 3Y | +143.1% | +62.3% | +80.8% | +127.0% |
| 5Y | +135.0% | +34.2% | +100.8% | +140.4% |
| All | +135.0% | +31.1% | +103.9% | +140.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling