+97.0%
META vs CVS
+49.2%
+47.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | 0.0% |
| 7D | +3.3% | -2.6% | +5.9% | +3.3% |
| 30D | -10.8% | +4.0% | -14.8% | -10.8% |
| 3M | +7.9% | -6.3% | +14.2% | +8.0% |
| 6M | +5.4% | -0.4% | +5.8% | +5.4% |
| YTD | -2.6% | +15.6% | -18.2% | -2.7% |
| 1Y | +1.9% | +18.3% | -16.4% | +1.7% |
| 3Y | +97.0% | +47.3% | +49.7% | +87.6% |
| All | +97.0% | +49.2% | +47.8% | +87.6% |
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