+438.8%
GS vs CVS
+63.8%
+375.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +5.9% | +6.6% | -0.7% | +3.6% |
| 30D | +4.3% | -0.4% | +4.7% | +3.7% |
| 3M | -11.7% | -5.3% | -6.4% | -10.9% |
| 6M | -3.2% | -7.7% | +4.5% | -1.8% |
| YTD | +5.8% | +16.0% | -10.2% | -2.5% |
| 1Y | +16.0% | +16.2% | -0.2% | +6.7% |
| 3Y | +199.8% | +47.6% | +152.2% | +139.7% |
| 5Y | +155.5% | +12.3% | +143.2% | +128.4% |
| All | +438.8% | +63.8% | +375.1% | +284.6% |
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 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