+1,126.0%
CAT vs CVS
+39.8%
+1,086.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | +5.6% | -1.6% | +7.1% | +6.1% |
| 30D | -2.3% | +0.4% | -2.7% | -2.6% |
| 3M | -10.0% | -0.4% | -9.6% | -10.2% |
| 6M | +21.2% | +25.1% | -3.9% | +12.2% |
| YTD | +44.4% | +23.9% | +20.6% | +33.3% |
| 1Y | +96.3% | +41.1% | +55.2% | +73.2% |
| 3Y | +203.9% | +63.6% | +140.3% | +144.3% |
| 5Y | +333.5% | +31.5% | +302.0% | +272.5% |
| 10Y | +1,126.0% | +40.5% | +1,085.6% | +842.5% |
| All | +1,126.0% | +39.8% | +1,086.2% | +842.5% |
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