+139.3%
GS vs CVS
+5.4%
+133.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -1.0% |
| 7D | -3.2% | -7.1% | +3.9% | -2.1% |
| 30D | -2.4% | -4.0% | +1.6% | -2.1% |
| 3M | -15.7% | -12.2% | -3.5% | -13.9% |
| 6M | -6.8% | -2.2% | -4.6% | -7.3% |
| YTD | -0.1% | +8.9% | -9.0% | -3.9% |
| 1Y | +12.1% | +9.9% | +2.2% | +7.5% |
| 3Y | +185.8% | +32.1% | +153.7% | +155.8% |
| All | +139.3% | +5.4% | +133.9% | +131.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling