+8,434.7%
SHOP vs CVS
+31.3%
+8,403.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.5% |
| 7D | -5.1% | +4.0% | -9.1% | -5.8% |
| 30D | +0.6% | -2.4% | +3.0% | +0.9% |
| 3M | +25.0% | +2.7% | +22.4% | +23.9% |
| 6M | +11.9% | +21.9% | -10.0% | +6.5% |
| YTD | -9.9% | +24.7% | -34.6% | -15.2% |
| 1Y | 0.0% | +35.4% | -35.5% | -8.0% |
| 3Y | +117.5% | +65.2% | +52.3% | +85.0% |
| 5Y | -6.6% | +30.5% | -37.2% | -15.0% |
| 10Y | +3,320.3% | +40.4% | +3,280.0% | +2,903.4% |
| All | +8,434.7% | +31.3% | +8,403.4% | +6,262.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling