+39.4%
GOOGL vs CVS
+36.4%
+3.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -2.8% | -2.0% | -0.9% | -2.8% |
| 30D | -3.2% | +1.9% | -5.1% | -3.2% |
| 3M | -6.6% | -2.2% | -4.4% | -6.4% |
| 6M | +8.5% | +26.7% | -18.3% | +8.7% |
| YTD | +6.5% | +22.9% | -16.4% | +7.3% |
| 1Y | +39.4% | +32.9% | +6.5% | +43.8% |
| All | +39.4% | +36.4% | +3.0% | +43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling