+60.6%
PYPL vs CVS
+20.9%
+39.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -1.1% | +10.4% | -11.5% | -3.4% |
| 30D | +3.8% | +3.3% | +0.5% | +2.5% |
| 3M | -1.3% | -4.5% | +3.2% | -0.7% |
| 6M | +29.0% | -4.4% | +33.4% | +29.4% |
| YTD | +0.7% | +16.6% | -15.9% | -4.8% |
| 1Y | -12.3% | +15.3% | -27.6% | -16.9% |
| 3Y | +7.6% | +48.6% | -40.9% | -7.4% |
| 5Y | -71.7% | +12.9% | -84.6% | -73.8% |
| 10Y | +47.1% | +63.2% | -16.1% | +12.5% |
| All | +60.6% | +20.9% | +39.7% | +39.6% |
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