+13,824.2%
MA vs CVS
+426.9%
+13,397.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -2.7% | +4.0% | -6.7% | -4.1% |
| 30D | +1.5% | -2.4% | +3.9% | +2.3% |
| 3M | +20.4% | +2.7% | +17.8% | +18.8% |
| 6M | +11.1% | +21.9% | -10.7% | +2.2% |
| YTD | +2.0% | +24.7% | -22.8% | -7.7% |
| 1Y | -2.2% | +35.4% | -37.6% | -14.6% |
| 3Y | +41.9% | +65.2% | -23.3% | +8.9% |
| 5Y | +75.4% | +30.5% | +44.8% | +45.7% |
| 10Y | +527.5% | +40.4% | +487.2% | +373.6% |
| All | +13,824.2% | +426.9% | +13,397.2% | +5,695.0% |
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