+6,288.2%
MS vs CVS
+1,579.2%
+4,709.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.5% |
| 7D | +1.4% | +4.0% | -2.6% | -0.3% |
| 30D | -0.3% | -2.4% | +2.1% | +0.6% |
| 3M | +0.3% | +2.7% | -2.4% | -1.3% |
| 6M | +31.3% | +21.9% | +9.5% | +19.5% |
| YTD | +24.7% | +24.7% | -0.1% | +11.2% |
| 1Y | +47.9% | +35.4% | +12.5% | +26.8% |
| 3Y | +178.3% | +65.2% | +113.2% | +107.9% |
| 5Y | +144.9% | +30.5% | +114.3% | +99.6% |
| 10Y | +804.5% | +40.4% | +764.2% | +586.4% |
| All | +6,288.2% | +1,579.2% | +4,709.0% | +1,958.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling