+3,663.5%
SHOP vs CVS
+58.4%
+3,605.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | -2.5% | +12.0% | -14.4% | -4.0% |
| 30D | -16.7% | +2.8% | -19.5% | -17.4% |
| 3M | -2.2% | -3.6% | +1.4% | -2.1% |
| 6M | +45.6% | -1.6% | +47.2% | +44.5% |
| YTD | -7.3% | +16.3% | -23.5% | -11.4% |
| 1Y | -6.1% | +15.5% | -21.6% | -10.3% |
| 3Y | +143.3% | +48.1% | +95.2% | +115.3% |
| 5Y | +0.2% | +12.3% | -12.2% | -4.2% |
| 10Y | +3,663.5% | +62.7% | +3,600.8% | +3,212.5% |
| All | +3,663.5% | +58.4% | +3,605.0% | +3,212.5% |
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 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