+33,471.1%
ORCL vs CVS
+1,935.3%
+31,535.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.2% |
| 7D | +5.3% | +4.0% | +1.3% | +4.0% |
| 30D | +10.0% | -2.4% | +12.4% | +10.5% |
| 3M | -32.6% | +2.7% | -35.2% | -33.5% |
| 6M | +4.9% | +21.9% | -16.9% | -2.1% |
| YTD | -17.8% | +24.7% | -42.5% | -24.2% |
| 1Y | -28.0% | +35.4% | -63.4% | -35.3% |
| 3Y | +36.0% | +65.2% | -29.2% | +10.7% |
| 5Y | +88.7% | +30.5% | +58.2% | +63.0% |
| 10Y | +346.9% | +40.4% | +306.5% | +262.5% |
| All | +33,471.1% | +1,935.3% | +31,535.9% | +9,197.6% |
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