+41.0%
CVS vs AGI
+388.9%
-347.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | -0.1% |
| 7D | -2.0% | -5.3% | +3.3% | -1.9% |
| 30D | +1.9% | +6.8% | -4.8% | +1.8% |
| 3M | -2.2% | +8.3% | -10.5% | -2.3% |
| 6M | +26.7% | -29.2% | +56.0% | +27.1% |
| YTD | +22.9% | -7.3% | +30.1% | +22.9% |
| 1Y | +32.9% | +8.0% | +24.9% | +32.7% |
| 3Y | +62.3% | +206.6% | -144.3% | +60.8% |
| 5Y | +34.2% | +398.1% | -363.9% | +32.5% |
| All | +41.0% | +388.9% | -347.9% | +43.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling