-26.4%
NOW vs CVS
+5.4%
-31.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.5% |
| 7D | -3.0% | -7.1% | +4.1% | -2.8% |
| 30D | -26.0% | -4.0% | -22.1% | -25.9% |
| 3M | -13.1% | -12.2% | -0.9% | -12.8% |
| 6M | +14.5% | -2.2% | +16.7% | +14.4% |
| YTD | -33.4% | +8.9% | -42.3% | -34.0% |
| 1Y | -40.6% | +9.9% | -50.5% | -41.2% |
| 3Y | -16.3% | +32.1% | -48.4% | -18.8% |
| All | -26.4% | +5.4% | -31.8% | -20.6% |
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 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