-17.3%
META vs CVS
+35.9%
-53.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +6.7% | +4.0% | +2.7% | +6.2% |
| 30D | +4.8% | -2.4% | +7.2% | +5.1% |
| 3M | -1.6% | +2.7% | -4.3% | -2.1% |
| 6M | -7.5% | +21.9% | -29.3% | -10.5% |
| YTD | -6.4% | +24.7% | -31.1% | -10.5% |
| 1Y | -17.3% | +35.4% | -52.8% | -18.8% |
| All | -17.3% | +35.9% | -53.3% | -18.8% |
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