0.0%
SHOP vs CVS
+35.9%
-36.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.7% |
| 7D | -5.1% | +4.0% | -9.1% | -4.0% |
| 30D | +0.6% | -2.4% | +3.0% | +0.2% |
| 3M | +25.0% | +2.7% | +22.4% | +25.9% |
| 6M | +11.9% | +21.9% | -10.0% | +16.6% |
| YTD | -9.9% | +24.7% | -34.6% | -5.5% |
| 1Y | 0.0% | +35.4% | -35.5% | +8.2% |
| All | 0.0% | +35.9% | -36.0% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling