+158.3%
CAT vs CVS
+48.1%
+110.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | +7.4% | +6.6% | +0.9% | +6.5% |
| 30D | -19.7% | -0.4% | -19.2% | -19.7% |
| 3M | -29.6% | -5.3% | -24.3% | -29.2% |
| 6M | -33.2% | -7.7% | -25.5% | -32.6% |
| YTD | +5.7% | +16.0% | -10.4% | +2.7% |
| 1Y | +9.3% | +16.2% | -6.9% | +6.2% |
| 3Y | +158.3% | +47.6% | +110.8% | +136.9% |
| All | +158.3% | +48.1% | +110.2% | +136.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling