+1,776.3%
CVS vs CCL
+1,045.8%
+730.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.7% | +1.0% |
| 7D | +10.4% | -0.3% | +10.7% | +10.4% |
| 30D | +3.3% | +10.3% | -7.0% | +1.1% |
| 3M | -4.5% | +6.6% | -11.1% | -6.3% |
| 6M | -4.4% | +20.0% | -24.4% | -8.5% |
| YTD | +16.6% | -1.9% | +18.5% | +14.3% |
| 1Y | +15.3% | +10.4% | +4.9% | +10.5% |
| 3Y | +48.6% | +134.8% | -86.3% | +20.1% |
| 5Y | +12.9% | +34.0% | -21.1% | -6.3% |
| 10Y | +63.2% | -32.5% | +95.7% | +33.2% |
| All | +1,776.3% | +1,045.8% | +730.5% | +582.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling