+31.5%
ORCL vs CVS
+65.2%
-33.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.1% |
| 7D | +5.3% | +4.0% | +1.3% | +5.3% |
| 30D | +10.0% | -2.4% | +12.4% | +10.0% |
| 3M | -32.6% | +2.7% | -35.2% | -32.6% |
| 6M | +4.9% | +21.9% | -16.9% | +4.2% |
| YTD | -17.8% | +24.7% | -42.5% | -18.4% |
| 1Y | -28.0% | +35.4% | -63.4% | -29.0% |
| All | +31.5% | +65.2% | -33.7% | +34.8% |
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