+8.6%
CVS vs ALM
+441.7%
-433.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.1% | -6.4% | +1.5% |
| 7D | -3.7% | +0.7% | -4.4% | -3.7% |
| 30D | -0.3% | -26.1% | +25.7% | +0.1% |
| 3M | -10.3% | -38.1% | +27.8% | -9.7% |
| 6M | -4.6% | -55.4% | +50.8% | -3.7% |
| YTD | +10.7% | -0.4% | +11.1% | +9.8% |
| 1Y | +11.2% | +25.4% | -14.1% | +9.9% |
| 3Y | +43.0% | +907.8% | -864.7% | +33.6% |
| 5Y | +8.6% | +440.2% | -431.5% | +1.4% |
| All | +8.6% | +441.7% | -433.0% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling