+1,604.0%
T vs CVS
+1,786.1%
-182.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | -0.3% |
| 7D | +2.6% | -2.6% | +5.2% | +2.8% |
| 30D | -1.1% | +4.0% | -5.1% | -2.2% |
| 3M | -7.7% | -6.3% | -1.4% | -6.8% |
| 6M | -10.6% | -0.4% | -10.2% | -11.1% |
| YTD | -7.5% | +15.6% | -23.1% | -11.4% |
| 1Y | -7.4% | +18.3% | -25.7% | -11.9% |
| 3Y | +63.1% | +47.3% | +15.8% | +44.2% |
| 5Y | +55.2% | +13.2% | +42.0% | +44.5% |
| 10Y | +58.8% | +57.2% | +1.6% | +34.2% |
| All | +1,604.0% | +1,786.1% | -182.1% | +720.5% |
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