+64.2%
T vs CVS
+31.0%
+33.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.6% |
| 7D | -3.1% | -1.9% | -1.2% | -2.7% |
| 30D | +4.6% | -0.3% | +4.9% | +4.6% |
| 3M | +12.2% | -1.1% | +13.3% | +12.4% |
| 6M | -6.5% | +23.7% | -30.2% | -10.5% |
| YTD | +4.9% | +23.0% | -18.1% | +0.1% |
| 1Y | -10.5% | +37.2% | -47.6% | -16.5% |
| 3Y | +104.6% | +62.4% | +42.1% | +79.8% |
| 5Y | +64.2% | +31.8% | +32.4% | +45.6% |
| All | +64.2% | +31.0% | +33.2% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling