-3.5%
MCD vs CVS
+12.6%
-16.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.8% |
| 7D | +5.9% | -3.7% | +9.6% | +5.6% |
| 30D | +19.6% | -0.3% | +20.0% | +19.2% |
| 3M | +3.3% | -10.3% | +13.5% | +3.1% |
| 6M | +3.5% | -4.6% | +8.1% | +2.9% |
| YTD | -6.1% | +10.7% | -16.8% | -7.7% |
| All | -3.5% | +12.6% | -16.1% | -5.7% |
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