+22.5%
MA vs CVS
+5.1%
+17.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -12.5% | +16.5% | +4.2% |
| 7D | +10.2% | -11.1% | +21.3% | +10.4% |
| 30D | +19.3% | -7.4% | +26.8% | +19.1% |
| 3M | +18.0% | -22.9% | +40.8% | +19.3% |
| 6M | +33.7% | -1.2% | +34.9% | +32.5% |
| YTD | +18.6% | +3.9% | +14.7% | +16.9% |
| 1Y | +22.5% | +5.6% | +16.9% | +21.1% |
| All | +22.5% | +5.1% | +17.4% | +21.1% |
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