+63.8%
PYPL vs CVS
+20.5%
+43.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | -1.2% | +12.0% | -13.2% | -3.8% |
| 30D | +6.1% | +2.8% | +3.4% | +4.9% |
| 3M | +1.1% | -3.6% | +4.6% | +1.4% |
| 6M | +32.7% | -1.6% | +34.4% | +32.2% |
| YTD | +2.8% | +16.3% | -13.5% | -2.8% |
| 1Y | -10.8% | +15.5% | -26.3% | -15.5% |
| 3Y | +9.8% | +48.1% | -38.3% | -5.4% |
| 5Y | -70.2% | +12.3% | -82.5% | -72.4% |
| 10Y | +50.1% | +62.7% | -12.6% | +14.9% |
| All | +63.8% | +20.5% | +43.3% | +42.5% |
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