+108.2%
T vs CVS
+64.7%
+43.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -1.5% | -1.6% | 0.0% | -1.3% |
| 30D | +7.6% | +0.4% | +7.2% | +7.5% |
| 3M | +15.3% | -0.4% | +15.7% | +15.4% |
| 6M | -8.5% | +25.1% | -33.6% | -11.5% |
| YTD | +6.8% | +23.9% | -17.1% | +3.2% |
| 1Y | -7.2% | +41.1% | -48.3% | -12.0% |
| 3Y | +108.2% | +63.6% | +44.6% | +88.7% |
| All | +108.2% | +64.7% | +43.6% | +88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling