+209.9%
ON vs CVS
+601.8%
-391.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +2.4% | +4.0% | -1.5% | +0.9% |
| 30D | -3.3% | -2.4% | -0.9% | -2.6% |
| 3M | -43.6% | +2.7% | -46.2% | -44.4% |
| 6M | +19.0% | +21.9% | -2.9% | +9.8% |
| YTD | +37.4% | +24.7% | +12.6% | +24.5% |
| 1Y | +54.8% | +35.4% | +19.3% | +35.2% |
| 3Y | -25.2% | +65.2% | -90.4% | -42.3% |
| 5Y | +62.7% | +30.5% | +32.2% | +37.1% |
| 10Y | +574.3% | +40.4% | +534.0% | +428.9% |
| All | +209.9% | +601.8% | -391.9% | +34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling