+854.7%
CVS vs AGG
+97.4%
+757.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.8% |
| 7D | -1.9% | -0.2% | -1.7% | -2.0% |
| 30D | -0.3% | -0.2% | -0.1% | -0.4% |
| 3M | -1.1% | -0.7% | -0.4% | -1.4% |
| 6M | +23.7% | -1.8% | +25.5% | +22.8% |
| YTD | +23.0% | -0.6% | +23.6% | +22.7% |
| 1Y | +37.2% | +0.4% | +36.8% | +37.3% |
| 3Y | +62.4% | +13.2% | +49.3% | +71.5% |
| 5Y | +31.8% | -2.0% | +33.8% | +27.7% |
| 10Y | +41.9% | +15.1% | +26.8% | +53.3% |
| All | +854.7% | +97.4% | +757.3% | +1,359.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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