+18.4%
IWM vs CVS
+16.2%
+2.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | +1.4% | +6.6% | -5.1% | +1.2% |
| 30D | +2.3% | -0.4% | +2.7% | +2.2% |
| 3M | -8.3% | -5.3% | -3.1% | -8.1% |
| 6M | -1.3% | -7.7% | +6.4% | -0.8% |
| YTD | +13.5% | +16.0% | -2.5% | +10.9% |
| 1Y | +18.4% | +16.2% | +2.2% | +15.5% |
| All | +18.4% | +16.2% | +2.2% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling