+41.0%
CVS vs CCL
-42.0%
+82.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -2.0% | -4.3% | +2.3% | -1.5% |
| 30D | +1.9% | -19.0% | +20.9% | +4.4% |
| 3M | -2.2% | -13.1% | +10.9% | -0.8% |
| 6M | +26.7% | -13.3% | +40.0% | +27.8% |
| YTD | +22.9% | -25.2% | +48.1% | +25.8% |
| 1Y | +32.9% | -27.2% | +60.1% | +36.0% |
| 3Y | +62.3% | +49.2% | +13.1% | +48.5% |
| 5Y | +34.2% | +0.4% | +33.9% | +23.3% |
| All | +41.0% | -42.0% | +82.9% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CCL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling