+62.4%
MSFT vs CVS
+12.2%
+50.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -1.3% | +6.6% | -7.8% | -1.7% |
| 30D | -1.8% | -0.4% | -1.4% | -2.0% |
| 3M | +5.6% | -5.3% | +10.9% | +5.9% |
| 6M | +29.8% | -7.7% | +37.5% | +30.3% |
| YTD | +9.0% | +16.0% | -7.0% | +6.4% |
| 1Y | +4.9% | +16.2% | -11.3% | +2.4% |
| 3Y | +46.2% | +47.6% | -1.3% | +36.3% |
| All | +62.4% | +12.2% | +50.2% | +69.5% |
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 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