+894.4%
MSFT vs CVS
+58.4%
+835.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.8% | -2.4% |
| 7D | -6.2% | +12.0% | -18.2% | -8.4% |
| 30D | -3.7% | +2.8% | -6.5% | -4.7% |
| 3M | +3.6% | -3.6% | +7.2% | +3.8% |
| 6M | +26.8% | -1.6% | +28.4% | +26.0% |
| YTD | +8.4% | +16.3% | -7.8% | +2.7% |
| 1Y | +3.3% | +15.5% | -12.2% | -2.1% |
| 3Y | +44.3% | +48.1% | -3.8% | +24.0% |
| 5Y | +63.3% | +12.3% | +51.0% | +53.6% |
| 10Y | +894.4% | +62.7% | +831.7% | +665.3% |
| All | +894.4% | +58.4% | +835.9% | +665.3% |
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