+457.2%
GS vs CVS
+57.7%
+399.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.4% | -4.0% | -1.0% |
| 7D | +1.6% | -2.6% | +4.2% | +1.9% |
| 30D | +1.7% | +4.0% | -2.4% | -0.5% |
| 3M | -11.6% | -6.3% | -5.3% | -10.5% |
| 6M | -1.9% | -0.4% | -1.5% | -3.2% |
| YTD | +5.1% | +15.6% | -10.5% | -3.1% |
| 1Y | +16.4% | +18.3% | -1.9% | +6.4% |
| 3Y | +199.0% | +47.3% | +151.7% | +139.3% |
| 5Y | +157.4% | +13.2% | +144.3% | +129.2% |
| 10Y | +457.2% | +57.2% | +400.1% | +299.4% |
| All | +457.2% | +57.7% | +399.5% | +299.4% |
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