+11,908.8%
GOOGL vs CVS
+600.9%
+11,307.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +5.7% | +10.4% | -4.7% | +2.8% |
| 30D | -15.6% | +3.3% | -18.9% | -16.8% |
| 3M | -13.0% | -4.5% | -8.5% | -12.5% |
| 6M | -22.8% | -4.4% | -18.4% | -22.6% |
| YTD | -4.4% | +16.6% | -21.0% | -10.4% |
| 1Y | +4.5% | +15.3% | -10.9% | -1.9% |
| 3Y | +127.4% | +48.6% | +78.9% | +89.3% |
| 5Y | +102.8% | +12.9% | +89.9% | +83.0% |
| 10Y | +681.5% | +63.2% | +618.3% | +483.8% |
| All | +11,908.8% | +600.9% | +11,307.9% | +5,527.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling