+326.0%
CAT vs CVS
+31.0%
+295.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | +1.7% | +4.0% | -2.2% | +0.9% |
| 30D | -6.6% | -2.4% | -4.2% | -6.2% |
| 3M | -13.3% | +2.7% | -16.0% | -13.9% |
| 6M | +11.6% | +21.9% | -10.3% | +6.8% |
| YTD | +42.9% | +24.7% | +18.2% | +35.6% |
| 1Y | +95.4% | +35.4% | +60.0% | +81.9% |
| 3Y | +196.6% | +65.2% | +131.4% | +156.4% |
| All | +326.0% | +31.0% | +295.0% | +269.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling