+18.8%
JPM vs CVS
+32.3%
-13.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +0.8% |
| 7D | -0.7% | -2.2% | +1.5% | -0.5% |
| 30D | -2.5% | -0.1% | -2.4% | -2.5% |
| 3M | +14.1% | -5.2% | +19.4% | +14.6% |
| 6M | +25.1% | +26.9% | -1.8% | +22.9% |
| YTD | +12.1% | +22.1% | -9.9% | +10.2% |
| 1Y | +18.8% | +30.8% | -12.0% | +18.7% |
| All | +18.8% | +32.3% | -13.5% | +18.7% |
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