+18.3%
CVS vs CB
+30.5%
-12.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.9% | +4.1% |
| 7D | -2.6% | +0.7% | -3.3% | -2.9% |
| 30D | +4.0% | +8.2% | -4.1% | +1.5% |
| 3M | -6.3% | +6.3% | -12.6% | -8.1% |
| 6M | -0.4% | +16.2% | -16.6% | -4.7% |
| YTD | +15.6% | +19.3% | -3.7% | +8.6% |
| 1Y | +18.3% | +29.2% | -10.9% | +2.4% |
| All | +18.3% | +30.5% | -12.2% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling