+405.8%
CVS vs CF
+5,948.3%
-5,542.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.8% | 0.0% |
| 7D | +4.0% | +6.0% | -2.1% | +3.0% |
| 30D | -2.4% | +14.8% | -17.2% | -4.6% |
| 3M | +2.7% | +14.1% | -11.4% | +0.3% |
| 6M | +21.9% | +28.5% | -6.7% | +15.6% |
| YTD | +24.7% | +74.9% | -50.2% | +12.2% |
| 1Y | +35.4% | +61.7% | -26.2% | +23.2% |
| 3Y | +65.2% | +80.3% | -15.1% | +45.5% |
| 5Y | +30.5% | +226.0% | -195.4% | +1.2% |
| 10Y | +40.4% | +569.9% | -529.5% | -7.4% |
| All | +405.8% | +5,948.3% | -5,542.5% | +135.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling