+13,447.0%
GOOG vs CVS
+644.5%
+12,802.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +1.1% | -1.6% | +2.6% | +1.5% |
| 30D | -5.1% | +0.4% | -5.4% | -5.2% |
| 3M | -7.1% | -0.4% | -6.7% | -7.3% |
| 6M | +12.7% | +25.1% | -12.5% | +5.0% |
| YTD | +7.1% | +23.9% | -16.8% | -0.6% |
| 1Y | +43.6% | +41.1% | +2.5% | +27.8% |
| 3Y | +146.8% | +63.6% | +83.1% | +100.6% |
| 5Y | +133.7% | +31.5% | +102.1% | +101.6% |
| 10Y | +773.3% | +40.5% | +732.8% | +596.2% |
| All | +13,447.0% | +644.5% | +12,802.4% | +6,182.6% |
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