+41.9%
CVS vs ALM
+3,082.3%
-3,040.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.7% |
| 7D | -1.9% | +3.6% | -5.5% | -2.0% |
| 30D | -0.3% | +33.8% | -34.1% | -0.8% |
| 3M | -1.1% | +14.8% | -15.9% | -1.5% |
| 6M | +23.7% | -7.0% | +30.7% | +23.3% |
| YTD | +23.0% | +108.1% | -85.1% | +21.1% |
| 1Y | +37.2% | +313.8% | -276.6% | +33.7% |
| 3Y | +62.4% | +2,227.6% | -2,165.2% | +52.7% |
| 5Y | +31.8% | +956.6% | -924.8% | +24.7% |
| 10Y | +41.9% | +3,082.3% | -3,040.4% | +30.2% |
| All | +41.9% | +3,082.3% | -3,040.4% | +30.2% |
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