+45.8%
ON vs CVS
+36.4%
+9.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -4.7% | -2.0% | -2.8% | -4.5% |
| 30D | -13.5% | +1.9% | -15.4% | -13.8% |
| 3M | -36.3% | -2.2% | -34.1% | -36.0% |
| 6M | +17.8% | +26.7% | -9.0% | +13.1% |
| YTD | +29.6% | +22.9% | +6.7% | +23.9% |
| 1Y | +45.8% | +32.9% | +12.9% | +46.4% |
| All | +45.8% | +36.4% | +9.4% | +46.4% |
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 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