+327.1%
NET vs CVS
+65.4%
+261.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -2.0% |
| 7D | -7.0% | +4.0% | -10.9% | -6.7% |
| 30D | -4.8% | -2.4% | -2.4% | -4.8% |
| 3M | +3.8% | +2.7% | +1.2% | +4.1% |
| 6M | +50.0% | +21.9% | +28.2% | +51.5% |
| YTD | +41.5% | +24.7% | +16.7% | +42.6% |
| 1Y | +32.8% | +35.4% | -2.6% | +33.4% |
| All | +327.1% | +65.4% | +261.7% | +335.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling