+4,210.3%
KO vs CVS
+1,906.7%
+2,303.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -0.8% | -1.9% | +1.1% | -0.4% |
| 30D | +0.8% | -0.3% | +1.1% | +0.8% |
| 3M | +8.3% | -1.1% | +9.5% | +8.4% |
| 6M | +14.0% | +23.7% | -9.7% | +8.2% |
| YTD | +26.9% | +23.0% | +3.9% | +20.0% |
| 1Y | +32.7% | +37.2% | -4.5% | +22.2% |
| 3Y | +63.9% | +62.4% | +1.5% | +41.2% |
| 5Y | +81.7% | +31.8% | +49.9% | +63.0% |
| 10Y | +183.0% | +41.9% | +141.1% | +141.1% |
| All | +4,210.3% | +1,906.7% | +2,303.6% | +1,498.4% |
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