-10.8%
SHOP vs CVS
+36.5%
-47.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.7% | -5.7% |
| 7D | -10.6% | -1.9% | -8.7% | -11.2% |
| 30D | -18.3% | -0.3% | -18.0% | -18.2% |
| 3M | +14.8% | -1.1% | +15.9% | +14.5% |
| 6M | -5.0% | +23.7% | -28.7% | -1.0% |
| YTD | -21.2% | +23.0% | -44.2% | -17.7% |
| All | -10.8% | +36.5% | -47.4% | 0.0% |
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