+13.4%
PG vs CVS
+32.8%
-19.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | -0.8% | -2.2% | +1.4% | -0.6% |
| 30D | +0.8% | -0.1% | +0.9% | +0.8% |
| 3M | -1.3% | -5.2% | +3.9% | -0.8% |
| 6M | -3.8% | +26.9% | -30.7% | -6.6% |
| YTD | +3.6% | +22.1% | -18.4% | +0.9% |
| 1Y | -5.7% | +30.8% | -36.5% | -9.0% |
| 3Y | +1.6% | +54.4% | -52.8% | -5.2% |
| All | +13.4% | +32.8% | -19.4% | +11.1% |
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