+523.3%
ON vs CVS
+63.8%
+459.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.5% |
| 7D | +12.2% | +6.6% | +5.7% | +9.8% |
| 30D | -3.1% | -0.4% | -2.7% | -3.4% |
| 3M | -12.9% | -5.3% | -7.6% | -11.8% |
| 6M | -38.6% | -7.7% | -30.9% | -37.5% |
| YTD | +31.2% | +16.0% | +15.2% | +21.7% |
| 1Y | +47.6% | +16.2% | +31.4% | +36.6% |
| 3Y | +6.6% | +47.6% | -40.9% | -13.9% |
| 5Y | +21.3% | +12.3% | +8.9% | +10.6% |
| All | +523.3% | +63.8% | +459.6% | +354.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling