+15,689.5%
MA vs CVS
+367.7%
+15,321.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.1% |
| 7D | -0.3% | -3.7% | +3.3% | +0.3% |
| 30D | +11.3% | -0.3% | +11.7% | +10.6% |
| 3M | +16.7% | -10.3% | +27.0% | +20.2% |
| 6M | +32.8% | -4.6% | +37.4% | +33.1% |
| YTD | +15.6% | +10.7% | +4.9% | +8.3% |
| 1Y | +19.6% | +11.2% | +8.3% | +11.6% |
| 3Y | +72.1% | +43.0% | +29.1% | +38.4% |
| 5Y | +96.0% | +8.6% | +87.4% | +73.9% |
| 10Y | +554.8% | +52.0% | +502.8% | +366.7% |
| All | +15,689.5% | +367.7% | +15,321.8% | +6,701.1% |
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 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