+131.4%
WMT vs CVS
+31.1%
+100.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -2.5% | -2.0% | -0.5% | -2.2% |
| 30D | -6.4% | +1.9% | -8.3% | -6.7% |
| 3M | -12.1% | -2.2% | -9.9% | -12.0% |
| 6M | -15.0% | +26.7% | -41.7% | -17.9% |
| YTD | -4.5% | +22.9% | -27.4% | -7.6% |
| 1Y | +6.2% | +32.9% | -26.7% | +1.5% |
| 3Y | +99.9% | +62.3% | +37.6% | +81.9% |
| 5Y | +131.4% | +34.2% | +97.2% | +117.9% |
| All | +131.4% | +31.1% | +100.4% | +117.9% |
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