+404.4%
SNXX vs CVS
+28.3%
+376.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.1% | -7.9% | -7.9% |
| 7D | +16.8% | -2.0% | +18.7% | +18.1% |
| 30D | +65.3% | +1.9% | +63.4% | +61.8% |
| 3M | -34.8% | -2.2% | -32.6% | -33.2% |
| 6M | +255.1% | +26.7% | +228.4% | +183.8% |
| All | +404.4% | +28.3% | +376.1% | +227.6% |
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