-3.9%
MCD vs CVS
+5.1%
-9.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -12.5% | +19.1% | +6.0% |
| 7D | +11.9% | -11.1% | +23.0% | +11.3% |
| 30D | +20.2% | -7.4% | +27.7% | +19.5% |
| 3M | +5.2% | -22.9% | +28.0% | +4.6% |
| 6M | 0.0% | -1.2% | +1.2% | -1.3% |
| YTD | -6.5% | +3.9% | -10.4% | -8.5% |
| 1Y | -3.9% | +5.6% | -9.5% | -6.2% |
| All | -3.9% | +5.1% | -9.0% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling