-7.1%
CMG vs CVS
+60.9%
-68.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -2.1% | -2.2% | +0.1% | -1.8% |
| 30D | +10.9% | -0.1% | +11.0% | +10.9% |
| 3M | +15.8% | -5.2% | +21.0% | +16.5% |
| 6M | +6.9% | +26.9% | -19.9% | +3.6% |
| YTD | -2.2% | +22.1% | -24.2% | -5.1% |
| 1Y | -7.1% | +30.8% | -37.9% | -10.4% |
| 3Y | -7.1% | +54.4% | -61.5% | -12.1% |
| All | -7.1% | +60.9% | -68.0% | -12.1% |
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