-27.5%
ON vs CVS
+62.1%
-89.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -1.9% | -1.9% | 0.0% | -1.6% |
| 30D | -11.0% | -0.3% | -10.7% | -11.0% |
| 3M | -39.3% | -1.1% | -38.2% | -39.3% |
| 6M | +19.8% | +23.7% | -3.9% | +15.6% |
| YTD | +31.1% | +23.0% | +8.1% | +26.1% |
| 1Y | +46.0% | +37.2% | +8.8% | +38.0% |
| All | -27.5% | +62.1% | -89.6% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling