+101.9%
WMT vs CVS
+60.9%
+40.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | 0.0% | -2.2% | +2.2% | +0.2% |
| 30D | -7.4% | -0.1% | -7.4% | -7.4% |
| 3M | -10.9% | -5.2% | -5.7% | -10.5% |
| 6M | -12.7% | +26.9% | -39.6% | -14.6% |
| YTD | -3.2% | +22.1% | -25.3% | -5.1% |
| 1Y | +5.3% | +30.8% | -25.5% | +2.6% |
| 3Y | +101.9% | +54.4% | +47.5% | +89.7% |
| All | +101.9% | +60.9% | +40.9% | +89.7% |
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