+1,618.8%
CVS vs CB
+6,559.4%
-4,940.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | 0.0% |
| 7D | +4.0% | +0.5% | +3.5% | +3.8% |
| 30D | -2.4% | -3.1% | +0.7% | -1.6% |
| 3M | +2.7% | +9.0% | -6.3% | +0.2% |
| 6M | +21.9% | +2.9% | +19.0% | +20.7% |
| YTD | +24.7% | +10.1% | +14.6% | +21.2% |
| 1Y | +35.4% | +22.8% | +12.7% | +27.6% |
| 3Y | +65.2% | +73.8% | -8.6% | +41.0% |
| 5Y | +30.5% | +99.2% | -68.6% | +7.3% |
| 10Y | +40.4% | +218.2% | -177.8% | +1.1% |
| All | +1,618.8% | +6,559.4% | -4,940.7% | +585.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling