+40.1%
PYPL vs CVS
+41.0%
-0.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +0.9% |
| 7D | -2.3% | -2.2% | -0.1% | -1.8% |
| 30D | -9.0% | -0.1% | -9.0% | -9.1% |
| 3M | +30.6% | -5.2% | +35.8% | +31.9% |
| 6M | +18.6% | +26.9% | -8.3% | +11.8% |
| YTD | -7.2% | +22.1% | -29.2% | -12.3% |
| 1Y | -19.3% | +30.8% | -50.0% | -25.0% |
| 3Y | -12.3% | +54.4% | -66.7% | -23.7% |
| 5Y | -80.9% | +33.4% | -114.2% | -82.9% |
| All | +40.1% | +41.0% | -0.9% | +12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling