+52.0%
CVS vs CB
+246.2%
-194.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | -3.7% | -1.5% | -2.2% | -3.2% |
| 30D | -0.3% | +6.5% | -6.9% | -3.4% |
| 3M | -10.3% | +4.1% | -14.3% | -12.2% |
| 6M | -4.6% | +14.4% | -19.0% | -10.9% |
| YTD | +10.7% | +17.5% | -6.8% | +1.9% |
| 1Y | +11.2% | +27.5% | -16.3% | -1.4% |
| 3Y | +43.0% | +71.6% | -28.6% | +8.2% |
| 5Y | +8.6% | +100.6% | -92.0% | -24.6% |
| 10Y | +52.0% | +243.0% | -191.0% | -17.0% |
| All | +52.0% | +246.2% | -194.2% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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