+13.3%
CVS vs CF
+47.0%
-33.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -3.7% | -0.9% | -2.8% | -3.7% |
| 30D | -0.3% | +6.9% | -7.3% | -0.6% |
| 3M | -10.3% | +4.8% | -15.1% | -10.2% |
| 6M | -4.6% | +4.7% | -9.3% | -4.6% |
| YTD | +10.7% | +56.5% | -45.8% | +4.2% |
| All | +13.3% | +47.0% | -33.7% | +7.8% |
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