-9.3%
SHOP vs CVS
+31.3%
-40.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.7% | -6.9% | -7.5% |
| 7D | -4.1% | -1.6% | -2.5% | -4.0% |
| 30D | -11.5% | +0.4% | -11.9% | -11.5% |
| 3M | +21.1% | -0.4% | +21.5% | +20.8% |
| 6M | +3.0% | +25.1% | -22.1% | +1.0% |
| YTD | -16.7% | +23.9% | -40.6% | -18.5% |
| 1Y | -8.3% | +41.1% | -49.4% | -11.7% |
| 3Y | +112.8% | +63.6% | +49.2% | +98.8% |
| 5Y | -9.3% | +31.5% | -40.8% | -8.0% |
| All | -9.3% | +31.3% | -40.6% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling