+1,449.6%
NET vs CVS
+88.8%
+1,360.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -7.0% | +4.0% | -10.9% | -7.4% |
| 30D | -4.8% | -2.4% | -2.4% | -4.6% |
| 3M | +3.8% | +2.7% | +1.2% | +3.4% |
| 6M | +50.0% | +21.9% | +28.2% | +45.3% |
| YTD | +41.5% | +24.7% | +16.7% | +35.6% |
| 1Y | +32.8% | +35.4% | -2.6% | +25.2% |
| 3Y | +335.9% | +65.2% | +270.7% | +286.8% |
| 5Y | +113.8% | +30.5% | +83.3% | +104.3% |
| All | +1,449.6% | +88.8% | +1,360.8% | +1,162.8% |
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