+54.8%
ON vs CVS
+35.9%
+18.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +2.4% | +4.0% | -1.5% | +1.9% |
| 30D | -3.3% | -2.4% | -0.9% | -3.0% |
| 3M | -43.6% | +2.7% | -46.2% | -43.7% |
| 6M | +19.0% | +21.9% | -2.9% | +14.0% |
| YTD | +37.4% | +24.7% | +12.6% | +31.5% |
| 1Y | +54.8% | +35.4% | +19.3% | +51.5% |
| All | +54.8% | +35.9% | +18.8% | +51.5% |
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 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