+32.8%
CVS vs CCL
+3.5%
+29.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | -1.6% | -0.1% | -1.4% | -1.6% |
| 30D | +0.4% | -20.0% | +20.4% | +2.2% |
| 3M | -0.4% | -13.7% | +13.2% | +0.6% |
| 6M | +25.1% | -9.0% | +34.2% | +25.4% |
| YTD | +23.9% | -22.8% | +46.7% | +25.7% |
| 1Y | +41.1% | -25.3% | +66.4% | +43.2% |
| 3Y | +63.6% | +54.1% | +9.5% | +52.7% |
| All | +32.8% | +3.5% | +29.2% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling