+52.0%
CVS vs CAPR
-64.9%
+116.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.4% | -7.8% | +1.6% |
| 7D | -3.7% | +36.0% | -39.7% | -3.8% |
| 30D | -0.3% | +25.8% | -26.1% | -0.4% |
| 3M | -10.3% | +140.8% | -151.1% | -10.5% |
| 6M | -4.6% | -67.6% | +63.0% | -4.6% |
| YTD | +10.7% | -65.9% | +76.6% | +10.7% |
| 1Y | +11.2% | +66.1% | -54.9% | +10.0% |
| 3Y | +43.0% | +256.9% | -213.9% | +39.4% |
| 5Y | +8.6% | +172.1% | -163.5% | +5.6% |
| 10Y | +52.0% | -64.7% | +116.6% | +46.5% |
| All | +52.0% | -64.9% | +116.9% | +46.5% |
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