+447.1%
META vs CVS
+64.6%
+382.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +3.1% | +10.4% | -7.3% | +1.4% |
| 30D | -18.2% | +3.3% | -21.5% | -18.9% |
| 3M | +7.8% | -4.5% | +12.3% | +8.2% |
| 6M | +3.6% | -4.4% | +8.0% | +3.8% |
| YTD | -5.3% | +16.6% | -21.9% | -8.8% |
| 1Y | +2.7% | +15.3% | -12.6% | -1.0% |
| 3Y | +91.5% | +48.6% | +42.9% | +72.1% |
| 5Y | +84.7% | +12.9% | +71.8% | +77.1% |
| All | +447.1% | +64.6% | +382.5% | +351.2% |
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 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