-31.1%
ORCL vs CVS
+34.3%
-65.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.3% |
| 7D | +15.0% | -1.6% | +16.6% | +14.9% |
| 30D | +10.5% | +0.4% | +10.2% | +10.7% |
| 3M | -23.0% | -0.4% | -22.6% | -23.0% |
| 6M | +7.0% | +25.1% | -18.2% | +5.1% |
| YTD | -15.8% | +23.9% | -39.7% | -18.0% |
| 1Y | -31.1% | +41.1% | -72.1% | -53.7% |
| All | -31.1% | +34.3% | -65.3% | -53.7% |
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