+513.2%
MA vs CVS
+40.0%
+473.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -3.5% | -1.9% | -1.6% | -3.0% |
| 30D | +0.8% | -0.3% | +1.1% | +0.8% |
| 3M | +14.8% | -1.1% | +15.9% | +14.8% |
| 6M | +10.0% | +23.7% | -13.7% | +3.6% |
| YTD | -0.1% | +23.0% | -23.1% | -6.3% |
| 1Y | -2.2% | +37.2% | -39.4% | -11.1% |
| 3Y | +39.3% | +62.4% | -23.2% | +16.9% |
| 5Y | +66.3% | +31.8% | +34.5% | +47.9% |
| 10Y | +513.2% | +41.9% | +471.3% | +387.9% |
| All | +513.2% | +40.0% | +473.2% | +387.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling