+5.6%
CVS vs CF
+35.9%
-30.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -4.4% | -8.1% | -12.3% |
| 7D | -11.1% | -6.9% | -4.2% | -10.8% |
| 30D | -7.4% | -3.7% | -3.7% | -7.2% |
| 3M | -22.9% | -5.0% | -17.9% | -22.5% |
| 6M | -1.2% | -10.5% | +9.3% | -1.1% |
| YTD | +3.9% | +46.5% | -42.7% | -1.0% |
| 1Y | +5.6% | +34.8% | -29.3% | +1.2% |
| All | +5.6% | +35.9% | -30.3% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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