+96.8%
CAT vs CVS
+37.5%
+59.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | +2.9% | -1.9% | +4.8% | +3.2% |
| 30D | -2.6% | -0.3% | -2.3% | -2.6% |
| 3M | -10.7% | -1.1% | -9.6% | -10.4% |
| 6M | +16.1% | +23.7% | -7.6% | +11.9% |
| YTD | +43.2% | +23.0% | +20.2% | +37.5% |
| 1Y | +96.8% | +37.2% | +59.7% | +82.4% |
| All | +96.8% | +37.5% | +59.3% | +82.4% |
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