+52.0%
CVS vs CF
+546.3%
-494.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -3.7% | -0.9% | -2.8% | -3.5% |
| 30D | -0.3% | +6.9% | -7.3% | -1.5% |
| 3M | -10.3% | +4.8% | -15.1% | -11.2% |
| 6M | -4.6% | +4.7% | -9.3% | -5.8% |
| YTD | +10.7% | +56.5% | -45.8% | -0.1% |
| 1Y | +11.2% | +48.4% | -37.2% | +1.3% |
| 3Y | +43.0% | +59.1% | -16.1% | +26.1% |
| 5Y | +8.6% | +109.5% | -100.9% | -13.2% |
| 10Y | +52.0% | +487.0% | -435.0% | -1.2% |
| All | +52.0% | +546.3% | -494.3% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling