+65.3%
CVS vs CF
+73.9%
-8.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.8% | -0.2% |
| 7D | +4.0% | +6.0% | -2.1% | +3.5% |
| 30D | -2.4% | +14.8% | -17.2% | -3.5% |
| 3M | +2.7% | +14.1% | -11.4% | +1.4% |
| 6M | +21.9% | +28.5% | -6.7% | +17.8% |
| YTD | +24.7% | +74.9% | -50.2% | +15.6% |
| 1Y | +35.4% | +61.7% | -26.2% | +26.6% |
| All | +65.3% | +73.9% | -8.6% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling