+70.7%
MA vs CVS
+48.1%
+22.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +1.3% | +6.6% | -5.3% | +0.8% |
| 30D | +9.6% | -0.4% | +10.0% | +9.5% |
| 3M | +16.8% | -5.3% | +22.0% | +17.2% |
| 6M | +35.2% | -7.7% | +42.9% | +35.8% |
| YTD | +16.6% | +16.0% | +0.5% | +14.2% |
| 1Y | +19.8% | +16.2% | +3.6% | +17.3% |
| 3Y | +70.7% | +47.6% | +23.1% | +62.9% |
| All | +70.7% | +48.1% | +22.6% | +62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling