+2,941.1%
SHOP vs CVS
+42.0%
+2,899.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -13.2% | -2.0% | -11.3% | -12.9% |
| 30D | -17.0% | +1.9% | -19.0% | -17.3% |
| 3M | +17.0% | -2.2% | +19.2% | +17.0% |
| 6M | -2.1% | +26.7% | -28.9% | -6.8% |
| YTD | -21.4% | +22.9% | -44.2% | -25.1% |
| 1Y | -11.0% | +32.9% | -43.9% | -16.7% |
| 3Y | +100.9% | +62.3% | +38.6% | +75.9% |
| 5Y | -14.7% | +34.2% | -48.9% | -21.5% |
| All | +2,941.1% | +42.0% | +2,899.1% | +2,479.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling