+128.3%
GOOGL vs CVS
+48.8%
+79.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | +5.7% | +10.4% | -4.7% | +5.8% |
| 30D | -15.6% | +3.3% | -18.9% | -15.6% |
| 3M | -13.0% | -4.5% | -8.5% | -13.0% |
| 6M | -22.8% | -4.4% | -18.4% | -22.8% |
| YTD | -4.4% | +16.6% | -21.0% | -4.3% |
| 1Y | +4.5% | +15.3% | -10.9% | +4.5% |
| All | +128.3% | +48.8% | +79.5% | +125.9% |
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