+6.8%
NOW vs CVS
+31.0%
-24.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -3.0% |
| 7D | -2.4% | +4.0% | -6.3% | -2.5% |
| 30D | +20.5% | -2.4% | +22.9% | +20.6% |
| 3M | +18.3% | +2.7% | +15.7% | +18.3% |
| 6M | +24.1% | +21.9% | +2.2% | +23.0% |
| YTD | -7.8% | +24.7% | -32.5% | -8.9% |
| 1Y | -21.4% | +35.4% | -56.8% | -23.1% |
| 3Y | +19.5% | +65.2% | -45.7% | +12.3% |
| All | +6.8% | +31.0% | -24.1% | +12.5% |
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