+122.9%
MS vs CVS
+12.2%
+110.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +5.1% | +6.6% | -1.5% | +3.9% |
| 30D | +5.7% | -0.4% | +6.1% | +5.3% |
| 3M | -12.2% | -5.3% | -6.9% | -11.7% |
| 6M | -0.5% | -7.7% | +7.2% | +0.4% |
| YTD | +9.8% | +16.0% | -6.2% | +4.5% |
| 1Y | +17.7% | +16.2% | +1.5% | +11.9% |
| 3Y | +176.8% | +47.6% | +129.3% | +140.8% |
| All | +122.9% | +12.2% | +110.7% | +117.7% |
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