+8.9%
CAT vs CVS
+5.1%
+3.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -12.5% | +7.3% | -3.5% |
| 7D | -17.1% | -11.1% | -6.0% | -15.7% |
| 30D | -30.1% | -7.4% | -22.7% | -29.3% |
| 3M | -32.4% | -22.9% | -9.5% | -29.9% |
| 6M | -32.1% | -1.2% | -30.9% | -32.5% |
| YTD | +4.1% | +3.9% | +0.2% | +0.6% |
| 1Y | +8.9% | +5.6% | +3.3% | +5.4% |
| All | +8.9% | +5.1% | +3.8% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling