+740.7%
GOOGL vs CVS
+42.0%
+698.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -2.8% | -2.0% | -0.9% | -2.5% |
| 30D | -3.2% | +1.9% | -5.1% | -3.6% |
| 3M | -6.6% | -2.2% | -4.4% | -6.4% |
| 6M | +8.5% | +26.7% | -18.3% | +3.3% |
| YTD | +6.5% | +22.9% | -16.4% | +1.6% |
| 1Y | +39.4% | +32.9% | +6.5% | +30.6% |
| 3Y | +146.2% | +62.3% | +83.9% | +114.7% |
| 5Y | +138.3% | +34.2% | +104.1% | +117.9% |
| All | +740.7% | +42.0% | +698.7% | +609.7% |
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