+47.6%
ON vs CVS
+5.1%
+42.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -12.5% | +10.7% | 0.0% |
| 7D | -5.8% | -11.1% | +5.3% | -4.2% |
| 30D | -17.1% | -7.4% | -9.7% | -16.3% |
| 3M | -11.8% | -22.9% | +11.1% | -8.5% |
| 6M | -30.2% | -1.2% | -29.0% | -30.1% |
| YTD | +31.6% | +3.9% | +27.7% | +29.2% |
| 1Y | +47.6% | +5.6% | +42.0% | +47.3% |
| All | +47.6% | +5.1% | +42.5% | +47.3% |
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