+486.7%
GS vs CVS
+37.2%
+449.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -1.4% |
| 7D | -3.2% | -7.1% | +3.9% | -1.4% |
| 30D | -2.4% | -4.0% | +1.6% | -1.9% |
| 3M | -15.7% | -12.2% | -3.5% | -12.8% |
| 6M | -6.8% | -2.2% | -4.6% | -7.6% |
| YTD | -0.1% | +8.9% | -9.0% | -5.9% |
| 1Y | +12.1% | +9.9% | +2.2% | +5.1% |
| 3Y | +185.8% | +32.1% | +153.7% | +139.4% |
| 5Y | +140.1% | +5.7% | +134.4% | +119.2% |
| All | +486.7% | +37.2% | +449.5% | +334.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling