+18.3%
CVS vs CF
+50.8%
-32.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.8% | +4.2% |
| 7D | -2.6% | +4.8% | -7.4% | -2.9% |
| 30D | +4.0% | +9.7% | -5.7% | +3.6% |
| 3M | -6.3% | +1.2% | -7.5% | -6.4% |
| 6M | -0.4% | +7.4% | -7.7% | -0.6% |
| YTD | +15.6% | +60.5% | -44.9% | +8.7% |
| 1Y | +18.3% | +50.7% | -32.4% | +12.3% |
| All | +18.3% | +50.8% | -32.5% | +12.3% |
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