+14.5%
NET vs CVS
+5.1%
+9.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -12.5% | +10.0% | -6.5% |
| 7D | -16.4% | -11.1% | -5.3% | -19.3% |
| 30D | -25.8% | -7.4% | -18.4% | -27.0% |
| 3M | -11.5% | -22.9% | +11.3% | -18.3% |
| 6M | +18.9% | -1.2% | +20.1% | +22.2% |
| YTD | +35.2% | +3.9% | +31.4% | +39.9% |
| 1Y | +14.5% | +5.6% | +8.9% | +18.0% |
| All | +14.5% | +5.1% | +9.4% | +18.0% |
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 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