+1,872.1%
T vs CVS
+1,935.3%
-63.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.5% | -1.8% |
| 7D | -1.3% | +4.0% | -5.2% | -2.1% |
| 30D | +11.4% | -2.4% | +13.8% | +11.9% |
| 3M | +14.3% | +2.7% | +11.6% | +13.5% |
| 6M | -9.3% | +21.9% | -31.1% | -13.6% |
| YTD | +7.1% | +24.7% | -17.6% | +1.1% |
| 1Y | -9.1% | +35.4% | -44.5% | -15.9% |
| 3Y | +105.3% | +65.2% | +40.2% | +77.5% |
| 5Y | +66.8% | +30.5% | +36.3% | +50.8% |
| 10Y | +66.8% | +40.4% | +26.4% | +44.1% |
| All | +1,872.1% | +1,935.3% | -63.2% | +836.8% |
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