+712.5%
CAT vs CVS
+56.7%
+655.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.7% | +5.5% | +6.7% |
| 7D | -2.4% | -3.7% | +1.3% | -1.4% |
| 30D | -25.0% | -0.3% | -24.7% | -25.2% |
| 3M | -28.7% | -10.3% | -18.4% | -26.8% |
| 6M | -33.0% | -4.6% | -28.4% | -32.7% |
| YTD | +5.4% | +10.7% | -5.3% | +0.1% |
| 1Y | +7.3% | +11.2% | -4.0% | +1.6% |
| 3Y | +166.0% | +43.0% | +123.0% | +121.8% |
| 5Y | +210.1% | +8.6% | +201.5% | +183.7% |
| 10Y | +712.5% | +52.0% | +660.6% | +506.9% |
| All | +712.5% | +56.7% | +655.8% | +506.9% |
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 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