+143.8%
GOOGL vs CVS
+62.1%
+81.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.3% |
| 7D | -1.9% | -1.9% | 0.0% | -1.8% |
| 30D | -7.5% | -0.3% | -7.2% | -7.4% |
| 3M | -9.2% | -1.1% | -8.0% | -9.1% |
| 6M | +8.1% | +23.7% | -15.6% | +7.9% |
| YTD | +5.8% | +23.0% | -17.2% | +5.7% |
| 1Y | +38.3% | +37.2% | +1.2% | +38.0% |
| All | +143.8% | +62.1% | +81.6% | +140.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling