+62.5%
T vs CVS
+64.6%
-2.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +1.6% | +10.4% | -8.8% | -1.1% |
| 30D | -2.9% | +3.3% | -6.2% | -4.2% |
| 3M | -7.5% | -4.5% | -3.0% | -6.7% |
| 6M | -9.9% | -4.4% | -5.5% | -9.4% |
| YTD | -6.4% | +16.6% | -23.1% | -11.8% |
| 1Y | -9.4% | +15.3% | -24.7% | -14.4% |
| 3Y | +64.9% | +48.6% | +16.3% | +39.8% |
| 5Y | +57.0% | +12.9% | +44.1% | +44.4% |
| All | +62.5% | +64.6% | -2.1% | +25.0% |
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 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