+885.0%
MSFT vs CVS
+40.0%
+845.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.3% |
| 7D | -1.0% | -1.9% | +0.9% | -0.6% |
| 30D | -2.7% | -0.3% | -2.4% | -2.7% |
| 3M | +22.1% | -1.1% | +23.2% | +22.1% |
| 6M | +20.6% | +23.7% | -3.1% | +14.2% |
| YTD | +2.3% | +23.0% | -20.7% | -3.6% |
| 1Y | -0.5% | +37.2% | -37.7% | -9.0% |
| 3Y | +50.5% | +62.4% | -11.9% | +27.2% |
| 5Y | +72.3% | +31.8% | +40.5% | +55.2% |
| 10Y | +885.0% | +41.9% | +843.1% | +706.0% |
| All | +885.0% | +40.0% | +845.0% | +706.0% |
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