+607.1%
MS vs CVS
+37.2%
+569.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -1.6% |
| 7D | -1.6% | -7.1% | +5.5% | +0.3% |
| 30D | -3.8% | -4.0% | +0.2% | -3.3% |
| 3M | -14.6% | -12.2% | -2.4% | -11.6% |
| 6M | -5.1% | -2.2% | -2.9% | -6.0% |
| YTD | +4.5% | +8.9% | -4.4% | -2.0% |
| 1Y | +13.5% | +9.9% | +3.7% | +5.9% |
| 3Y | +160.4% | +32.1% | +128.3% | +115.2% |
| 5Y | +112.9% | +5.7% | +107.2% | +93.2% |
| All | +607.1% | +37.2% | +569.9% | +409.1% |
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