+60.4%
CVS vs CAPR
-65.7%
+126.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.9% | +6.4% | -0.5% |
| 7D | +6.6% | +5.9% | +0.7% | +6.5% |
| 30D | -0.4% | +44.6% | -45.1% | -0.6% |
| 3M | -5.3% | +126.4% | -131.6% | -5.5% |
| 6M | -7.7% | -68.6% | +60.9% | -7.7% |
| YTD | +16.0% | -67.0% | +83.0% | +16.0% |
| 1Y | +16.2% | +65.2% | -48.9% | +14.9% |
| 3Y | +47.6% | +235.6% | -188.0% | +43.9% |
| 5Y | +12.3% | +175.4% | -163.1% | +9.2% |
| All | +60.4% | -65.7% | +126.2% | +56.0% |
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