+40.5%
CVS vs CB
+214.7%
-174.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | 0.0% |
| 7D | -1.6% | -0.6% | -0.9% | -1.3% |
| 30D | +0.4% | -3.9% | +4.3% | +2.2% |
| 3M | -0.4% | +4.9% | -5.3% | -2.8% |
| 6M | +25.1% | +3.3% | +21.9% | +22.8% |
| YTD | +23.9% | +8.5% | +15.4% | +18.6% |
| 1Y | +41.1% | +22.1% | +19.0% | +27.6% |
| 3Y | +63.6% | +70.1% | -6.5% | +24.5% |
| 5Y | +31.5% | +97.4% | -65.9% | -7.7% |
| 10Y | +40.5% | +216.8% | -176.3% | -18.3% |
| All | +40.5% | +214.7% | -174.2% | -18.3% |
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