+62.7%
CVS vs ALM
+2,084.7%
-2,022.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.6% |
| 7D | +12.0% | -7.2% | +19.1% | +12.0% |
| 30D | +2.8% | -26.4% | +29.1% | +3.1% |
| 3M | -3.6% | -38.6% | +35.0% | -3.1% |
| 6M | -1.6% | -61.0% | +59.4% | -0.7% |
| YTD | +16.3% | -7.4% | +23.6% | +15.7% |
| 1Y | +15.5% | +14.0% | +1.6% | +14.6% |
| 3Y | +48.1% | +844.4% | -796.3% | +41.5% |
| 5Y | +12.3% | +410.8% | -398.5% | +7.5% |
| 10Y | +62.7% | +2,084.7% | -2,022.1% | +56.4% |
| All | +62.7% | +2,084.7% | -2,022.1% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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