+5.6%
CDE vs CVS
+5.1%
+0.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -12.5% | +21.3% | +9.3% |
| 7D | +1.1% | -11.1% | +12.2% | +1.4% |
| 30D | -14.5% | -7.4% | -7.0% | -15.1% |
| 3M | -10.1% | -22.9% | +12.8% | -6.7% |
| 6M | -16.9% | -1.2% | -15.7% | -21.8% |
| YTD | -18.1% | +3.9% | -22.0% | -27.7% |
| 1Y | +5.6% | +5.6% | +0.1% | -7.3% |
| All | +5.6% | +5.1% | +0.5% | -7.3% |
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