+374.8%
META vs CVS
+41.4%
+333.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +6.7% | +4.0% | +2.7% | +6.0% |
| 30D | +4.8% | -2.4% | +7.2% | +5.1% |
| 3M | -1.6% | +2.7% | -4.3% | -2.2% |
| 6M | -7.5% | +21.9% | -29.3% | -10.9% |
| YTD | -6.4% | +24.7% | -31.1% | -10.5% |
| 1Y | -17.3% | +35.4% | -52.8% | -22.1% |
| 3Y | +109.9% | +65.2% | +44.7% | +85.8% |
| 5Y | +65.4% | +30.5% | +34.8% | +54.2% |
| All | +374.8% | +41.4% | +333.4% | +308.1% |
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