+5.6%
CVS vs AGI
-1.1%
+6.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +10.8% | -23.3% | -11.9% |
| 7D | -11.1% | -5.3% | -5.8% | -10.6% |
| 30D | -7.4% | -7.1% | -0.3% | -7.0% |
| 3M | -22.9% | +4.4% | -27.3% | -22.6% |
| 6M | -1.2% | -23.0% | +21.8% | +0.1% |
| YTD | +3.9% | -22.0% | +25.8% | +3.8% |
| 1Y | +5.6% | +0.3% | +5.3% | +0.1% |
| All | +5.6% | -1.1% | +6.7% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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