+207.2%
C vs CVS
+64.6%
+142.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +4.7% | +10.4% | -5.7% | +0.8% |
| 30D | +0.2% | +3.3% | -3.1% | -1.9% |
| 3M | -9.3% | -4.5% | -4.8% | -8.5% |
| 6M | -0.8% | -4.4% | +3.5% | -0.5% |
| YTD | +8.5% | +16.6% | -8.1% | -1.2% |
| 1Y | +23.1% | +15.3% | +7.8% | +12.5% |
| 3Y | +220.8% | +48.6% | +172.2% | +148.7% |
| 5Y | +112.4% | +12.9% | +99.5% | +86.5% |
| All | +207.2% | +64.6% | +142.6% | +113.6% |
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