+13.8%
ORCL vs CVS
+48.1%
-34.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | +8.0% | +6.6% | +1.4% | +8.0% |
| 30D | -4.0% | -0.4% | -3.5% | -4.0% |
| 3M | -19.5% | -5.3% | -14.2% | -19.4% |
| 6M | -33.5% | -7.7% | -25.8% | -33.4% |
| YTD | -34.8% | +16.0% | -50.9% | -35.4% |
| 1Y | -41.6% | +16.2% | -57.8% | -42.1% |
| 3Y | +13.8% | +47.6% | -33.8% | +11.8% |
| All | +13.8% | +48.1% | -34.3% | +11.8% |
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