+3,772.8%
SHOP vs CVS
+64.6%
+3,708.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | +2.1% | +10.4% | -8.3% | +0.7% |
| 30D | -16.8% | +3.3% | -20.1% | -17.6% |
| 3M | -2.4% | -4.5% | +2.1% | -2.2% |
| 6M | +47.0% | -4.4% | +51.4% | +46.7% |
| YTD | -8.8% | +16.6% | -25.4% | -13.0% |
| 1Y | -6.3% | +15.3% | -21.6% | -10.4% |
| 3Y | +139.3% | +48.6% | +90.7% | +111.5% |
| 5Y | -12.1% | +12.9% | -25.0% | -16.0% |
| All | +3,772.8% | +64.6% | +3,708.2% | +3,241.8% |
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