+37.2%
CVS vs CF
+65.9%
-28.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -0.8% |
| 7D | -1.9% | -0.8% | -1.1% | -1.9% |
| 30D | -0.3% | +14.3% | -14.6% | -0.6% |
| 3M | -1.1% | +27.9% | -29.0% | -1.6% |
| 6M | +23.7% | +25.5% | -1.8% | +22.1% |
| YTD | +23.0% | +81.2% | -58.2% | +16.4% |
| 1Y | +37.2% | +66.5% | -29.4% | +30.5% |
| All | +37.2% | +65.9% | -28.8% | +30.5% |
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