+9.0%
MSFT vs CVS
+5.1%
+3.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -12.5% | +19.2% | +4.8% |
| 7D | +4.7% | -11.1% | +15.8% | +2.9% |
| 30D | +5.8% | -7.4% | +13.3% | +4.5% |
| 3M | +13.0% | -22.9% | +35.9% | +9.0% |
| 6M | +34.9% | -1.2% | +36.1% | +34.4% |
| YTD | +15.7% | +3.9% | +11.8% | +14.7% |
| 1Y | +9.0% | +5.6% | +3.4% | +7.5% |
| All | +9.0% | +5.1% | +3.9% | +7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling