+20.7%
IWM vs CVS
+5.6%
+15.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.5% |
| 7D | -2.0% | -7.1% | +5.1% | -1.1% |
| 30D | -1.5% | -4.0% | +2.5% | -1.1% |
| 3M | -8.0% | -12.2% | +4.2% | -6.3% |
| 6M | -4.1% | -2.2% | -1.9% | -4.4% |
| YTD | +11.9% | +8.9% | +3.0% | +8.6% |
| 1Y | +15.0% | +9.9% | +5.1% | +11.3% |
| 3Y | +64.2% | +32.1% | +32.1% | +50.3% |
| All | +20.7% | +5.6% | +15.2% | +17.2% |
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 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