+25,321.1%
ORCL vs CVS
+1,706.4%
+23,614.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +2.7% |
| 7D | +0.5% | -3.7% | +4.2% | +1.3% |
| 30D | -15.3% | -0.3% | -14.9% | -15.5% |
| 3M | -18.2% | -10.3% | -7.9% | -16.3% |
| 6M | -38.4% | -4.6% | -33.8% | -38.5% |
| YTD | -37.7% | +10.7% | -48.4% | -41.0% |
| 1Y | -49.3% | +11.2% | -60.5% | -52.1% |
| 3Y | +10.6% | +43.0% | -32.4% | -6.5% |
| 5Y | +35.5% | +8.6% | +26.9% | +22.9% |
| 10Y | +251.6% | +52.0% | +199.6% | +177.5% |
| All | +25,321.1% | +1,706.4% | +23,614.7% | +7,136.5% |
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