+132.5%
GOOGL vs CVS
+31.0%
+101.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.2% |
| 7D | -1.9% | -1.9% | 0.0% | -1.7% |
| 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% | +5.9% |
| YTD | +5.8% | +23.0% | -17.2% | +3.6% |
| 1Y | +38.3% | +37.2% | +1.2% | +33.7% |
| 3Y | +144.8% | +62.4% | +82.3% | +128.4% |
| 5Y | +132.5% | +31.8% | +100.7% | +138.0% |
| All | +132.5% | +31.0% | +101.5% | +138.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling