+139,934.2%
MSFT vs CVS
+1,793.3%
+138,140.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -1.3% | +6.6% | -7.8% | -2.8% |
| 30D | -1.8% | -0.4% | -1.4% | -2.3% |
| 3M | +5.6% | -5.3% | +10.9% | +6.3% |
| 6M | +29.8% | -7.7% | +37.5% | +31.0% |
| YTD | +9.0% | +16.0% | -7.0% | +2.6% |
| 1Y | +4.9% | +16.2% | -11.3% | -1.3% |
| 3Y | +46.2% | +47.6% | -1.3% | +24.6% |
| 5Y | +62.1% | +12.3% | +49.8% | +47.6% |
| 10Y | +899.6% | +62.4% | +837.2% | +695.8% |
| All | +139,934.2% | +1,793.3% | +138,140.9% | +49,786.6% |
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