+15,614.6%
MA vs CVS
+360.0%
+15,254.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -1.6% |
| 7D | +2.3% | -7.1% | +9.4% | +4.3% |
| 30D | +14.7% | -4.0% | +18.6% | +15.4% |
| 3M | +13.5% | -12.2% | +25.7% | +17.8% |
| 6M | +33.1% | -2.2% | +35.3% | +32.1% |
| YTD | +15.1% | +8.9% | +6.2% | +8.4% |
| 1Y | +18.7% | +9.9% | +8.9% | +11.3% |
| 3Y | +72.1% | +32.1% | +40.0% | +43.0% |
| 5Y | +92.8% | +5.7% | +87.1% | +72.9% |
| 10Y | +571.6% | +39.0% | +532.6% | +396.3% |
| All | +15,614.6% | +360.0% | +15,254.7% | +6,708.9% |
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 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