+2,064.0%
GS vs CVS
+524.3%
+1,539.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.2% |
| 7D | +0.9% | +4.0% | -3.0% | -0.4% |
| 30D | -1.6% | -2.4% | +0.8% | -1.0% |
| 3M | -4.5% | +2.7% | -7.1% | -5.7% |
| 6M | +20.9% | +21.9% | -1.0% | +12.3% |
| YTD | +19.9% | +24.7% | -4.9% | +9.7% |
| 1Y | +41.4% | +35.4% | +6.0% | +25.5% |
| 3Y | +239.2% | +65.2% | +174.0% | +171.0% |
| 5Y | +185.0% | +30.5% | +154.5% | +144.4% |
| 10Y | +655.0% | +40.4% | +614.6% | +509.7% |
| All | +2,064.0% | +524.3% | +1,539.8% | +971.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling