+41.0%
CVS vs CAG
-35.7%
+76.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.6% |
| 7D | -2.0% | -5.9% | +3.9% | -0.4% |
| 30D | +1.9% | -1.5% | +3.5% | +2.2% |
| 3M | -2.2% | +11.5% | -13.6% | -5.3% |
| 6M | +26.7% | -15.7% | +42.4% | +31.8% |
| YTD | +22.9% | -10.2% | +33.1% | +25.2% |
| 1Y | +32.9% | -18.1% | +51.0% | +38.6% |
| 3Y | +62.3% | -39.4% | +101.7% | +81.6% |
| 5Y | +34.2% | -42.6% | +76.8% | +52.1% |
| All | +41.0% | -35.7% | +76.7% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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