+17,723.7%
CAT vs CVS
+1,676.7%
+16,047.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | 0.0% |
| 7D | -10.3% | -7.1% | -3.2% | -8.5% |
| 30D | -31.2% | -4.0% | -27.2% | -30.6% |
| 3M | -34.7% | -12.2% | -22.4% | -32.5% |
| 6M | -39.5% | -2.2% | -37.3% | -39.7% |
| YTD | -1.7% | +8.9% | -10.6% | -5.9% |
| 1Y | -1.1% | +9.9% | -11.0% | -5.8% |
| 3Y | +143.9% | +32.1% | +111.8% | +111.5% |
| 5Y | +194.8% | +5.7% | +189.1% | +170.8% |
| 10Y | +739.8% | +39.0% | +700.8% | +584.5% |
| All | +17,723.7% | +1,676.7% | +16,047.0% | +6,201.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling