+31.8%
CVS vs CAG
-41.8%
+73.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -1.9% | -6.6% | +4.7% | -0.2% |
| 30D | -0.3% | +2.3% | -2.6% | -1.0% |
| 3M | -1.1% | +16.3% | -17.4% | -5.2% |
| 6M | +23.7% | -16.0% | +39.7% | +28.8% |
| YTD | +23.0% | -7.7% | +30.7% | +24.2% |
| 1Y | +37.2% | -16.0% | +53.2% | +42.2% |
| 3Y | +62.4% | -37.7% | +100.1% | +81.4% |
| 5Y | +31.8% | -41.2% | +73.0% | +49.1% |
| All | +31.8% | -41.8% | +73.6% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling