+180.0%
MCD vs CVS
+39.8%
+140.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -2.0% | -1.6% | -0.5% | -1.7% |
| 30D | -6.1% | +0.4% | -6.5% | -6.2% |
| 3M | -7.3% | -0.4% | -6.8% | -7.4% |
| 6M | -20.9% | +25.1% | -46.1% | -24.7% |
| YTD | -14.7% | +23.9% | -38.5% | -19.0% |
| 1Y | -16.1% | +41.1% | -57.2% | -22.6% |
| 3Y | -1.5% | +63.6% | -65.1% | -14.2% |
| 5Y | +20.4% | +31.5% | -11.1% | +9.9% |
| 10Y | +180.0% | +40.5% | +139.5% | +140.5% |
| All | +180.0% | +39.8% | +140.2% | +140.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling