+107.3%
META vs CVS
+65.4%
+41.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.0% |
| 7D | +6.7% | +4.0% | +2.7% | +6.6% |
| 30D | +4.8% | -2.4% | +7.2% | +4.8% |
| 3M | -1.6% | +2.7% | -4.3% | -1.7% |
| 6M | -7.5% | +21.9% | -29.3% | -7.9% |
| YTD | -6.4% | +24.7% | -31.1% | -6.8% |
| 1Y | -17.3% | +35.4% | -52.8% | -17.5% |
| All | +107.3% | +65.4% | +41.9% | +100.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling