+40.5%
CVS vs CAPR
-77.1%
+117.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.7% |
| 7D | -1.6% | -9.5% | +7.9% | -1.5% |
| 30D | +0.4% | +121.5% | -121.1% | +0.2% |
| 3M | -0.4% | -65.4% | +64.9% | -0.4% |
| 6M | +25.1% | -67.5% | +92.7% | +25.2% |
| YTD | +23.9% | -68.6% | +92.5% | +23.9% |
| 1Y | +41.1% | +42.7% | -1.6% | +39.8% |
| 3Y | +63.6% | +43.4% | +20.3% | +60.7% |
| 5Y | +31.5% | +86.0% | -54.5% | +28.5% |
| 10Y | +40.5% | -77.4% | +117.9% | +35.4% |
| All | +40.5% | -77.1% | +117.6% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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