+25,808.1%
CAT vs CVS
+1,935.3%
+23,872.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | +1.7% | +4.0% | -2.2% | +0.5% |
| 30D | -6.6% | -2.4% | -4.2% | -6.0% |
| 3M | -13.3% | +2.7% | -16.0% | -14.3% |
| 6M | +11.6% | +21.9% | -10.3% | +4.3% |
| YTD | +42.9% | +24.7% | +18.2% | +31.9% |
| 1Y | +95.4% | +35.4% | +60.0% | +75.3% |
| 3Y | +196.6% | +65.2% | +131.4% | +140.9% |
| 5Y | +321.7% | +30.5% | +291.1% | +264.5% |
| 10Y | +1,140.8% | +40.4% | +1,100.4% | +912.5% |
| All | +25,808.1% | +1,935.3% | +23,872.8% | +8,734.8% |
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