+629.3%
ON vs CVS
+41.0%
+588.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.7% | +9.2% | +8.7% |
| 7D | +2.4% | -2.2% | +4.5% | +3.1% |
| 30D | -8.6% | -0.1% | -8.6% | -8.7% |
| 3M | -34.3% | -5.2% | -29.1% | -33.3% |
| 6M | +28.5% | +26.9% | +1.6% | +17.4% |
| YTD | +40.6% | +22.1% | +18.5% | +29.0% |
| 1Y | +55.3% | +30.8% | +24.5% | +38.4% |
| 3Y | -22.2% | +54.4% | -76.6% | -37.8% |
| 5Y | +62.4% | +33.4% | +29.0% | +38.6% |
| All | +629.3% | +41.0% | +588.3% | +469.1% |
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