+35.5%
ORCL vs CVS
+7.3%
+28.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +3.1% |
| 7D | +0.5% | -3.7% | +4.2% | +0.7% |
| 30D | -15.3% | -0.3% | -14.9% | -15.3% |
| 3M | -18.2% | -10.3% | -7.9% | -17.6% |
| 6M | -38.4% | -4.6% | -33.8% | -38.5% |
| YTD | -37.7% | +10.7% | -48.4% | -39.1% |
| 1Y | -49.3% | +11.2% | -60.5% | -50.5% |
| 3Y | +10.6% | +43.0% | -32.4% | +3.1% |
| 5Y | +35.5% | +8.6% | +26.9% | +36.3% |
| All | +35.5% | +7.3% | +28.2% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling