+484.0%
V vs CVS
+63.8%
+420.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +0.9% | +6.6% | -5.6% | -0.7% |
| 30D | +9.0% | -0.4% | +9.4% | +8.6% |
| 3M | +16.7% | -5.3% | +22.0% | +17.6% |
| 6M | +33.4% | -7.7% | +41.1% | +35.0% |
| YTD | +22.4% | +16.0% | +6.3% | +15.4% |
| 1Y | +27.7% | +16.2% | +11.5% | +20.3% |
| 3Y | +78.0% | +47.6% | +30.4% | +51.7% |
| 5Y | +108.5% | +12.3% | +96.2% | +93.1% |
| All | +484.0% | +63.8% | +420.2% | +348.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling