+1,569.6%
QQQ vs CVS
+510.1%
+1,059.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +1.5% | -1.6% | +3.1% | +1.9% |
| 30D | -0.6% | +0.4% | -1.0% | -0.8% |
| 3M | +0.4% | -0.4% | +0.9% | +0.2% |
| 6M | +20.1% | +25.1% | -5.1% | +12.5% |
| YTD | +17.2% | +23.9% | -6.7% | +9.4% |
| 1Y | +24.7% | +41.1% | -16.4% | +12.2% |
| 3Y | +96.2% | +63.6% | +32.6% | +63.7% |
| 5Y | +94.4% | +31.5% | +62.9% | +70.9% |
| 10Y | +556.7% | +40.5% | +516.2% | +443.0% |
| All | +1,569.6% | +510.1% | +1,059.4% | +752.4% |
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