+1,803.6%
GS vs CVS
+483.6%
+1,320.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +5.1% | +10.4% | -5.3% | +1.8% |
| 30D | +2.4% | +3.3% | -0.9% | +0.6% |
| 3M | -11.5% | -4.5% | -7.0% | -11.0% |
| 6M | -2.5% | -4.4% | +1.9% | -2.4% |
| YTD | +5.5% | +16.6% | -11.2% | -2.1% |
| 1Y | +11.0% | +15.3% | -4.3% | +3.3% |
| 3Y | +200.1% | +48.6% | +151.5% | +146.7% |
| 5Y | +154.7% | +12.9% | +141.8% | +127.8% |
| 10Y | +450.9% | +63.2% | +387.7% | +323.1% |
| All | +1,803.6% | +483.6% | +1,320.0% | +856.2% |
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