-9.8%
T vs CVS
+36.5%
-46.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.7% |
| 7D | -3.1% | -1.9% | -1.2% | -2.8% |
| 30D | +4.6% | -0.3% | +4.9% | +4.6% |
| 3M | +12.2% | -1.1% | +13.3% | +12.6% |
| 6M | -6.5% | +23.7% | -30.2% | -9.1% |
| YTD | +4.9% | +23.0% | -18.1% | +1.1% |
| All | -9.8% | +36.5% | -46.4% | -12.7% |
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 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