+51.4%
PYPL vs CVS
+29.3%
+22.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.6% | -2.9% |
| 7D | +2.7% | +4.0% | -1.3% | +1.7% |
| 30D | -4.9% | -2.4% | -2.5% | -4.4% |
| 3M | +28.9% | +2.7% | +26.2% | +27.8% |
| 6M | +18.2% | +21.9% | -3.6% | +12.0% |
| YTD | -5.0% | +24.7% | -29.8% | -11.2% |
| 1Y | -18.8% | +35.4% | -54.3% | -25.9% |
| 3Y | -12.6% | +65.2% | -77.8% | -26.5% |
| 5Y | -80.8% | +30.5% | -111.3% | -82.9% |
| 10Y | +49.9% | +40.4% | +9.5% | +25.8% |
| All | +51.4% | +29.3% | +22.1% | +30.1% |
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 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