+578.8%
MS vs CVS
+56.7%
+522.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.5% |
| 7D | +0.7% | -3.7% | +4.4% | +1.4% |
| 30D | -0.9% | -0.3% | -0.6% | -1.7% |
| 3M | -13.0% | -10.3% | -2.7% | -10.6% |
| 6M | -2.0% | -4.6% | +2.6% | -2.0% |
| YTD | +7.8% | +10.7% | -2.9% | +0.4% |
| 1Y | +17.9% | +11.2% | +6.6% | +9.4% |
| 3Y | +174.8% | +43.0% | +131.8% | +118.2% |
| 5Y | +119.9% | +8.6% | +111.2% | +97.1% |
| 10Y | +578.8% | +52.0% | +526.9% | +379.3% |
| All | +578.8% | +56.7% | +522.1% | +379.3% |
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