+243.0%
GS vs CVS
+65.4%
+177.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.1% |
| 7D | +0.9% | +4.0% | -3.0% | +0.3% |
| 30D | -1.6% | -2.4% | +0.8% | -1.2% |
| 3M | -4.5% | +2.7% | -7.1% | -5.1% |
| 6M | +20.9% | +21.9% | -1.0% | +16.6% |
| YTD | +19.9% | +24.7% | -4.9% | +14.7% |
| 1Y | +41.4% | +35.4% | +6.0% | +33.1% |
| All | +243.0% | +65.4% | +177.6% | +201.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling