+81.9%
META vs CVS
+5.4%
+76.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.6% |
| 7D | -0.8% | -7.1% | +6.3% | -0.3% |
| 30D | -15.4% | -4.0% | -11.4% | -15.3% |
| 3M | +3.5% | -12.2% | +15.7% | +4.5% |
| 6M | -0.3% | -2.2% | +1.9% | -0.5% |
| YTD | -7.3% | +8.9% | -16.2% | -8.7% |
| 1Y | -1.1% | +9.9% | -11.0% | -2.7% |
| 3Y | +95.1% | +32.1% | +63.0% | +88.0% |
| All | +81.9% | +5.4% | +76.5% | +82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling