+41.9%
CVS vs CFG
+308.1%
-266.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -1.9% | -0.6% | -1.3% | -1.8% |
| 30D | -0.3% | -4.5% | +4.2% | +0.9% |
| 3M | -1.1% | +6.3% | -7.4% | -2.8% |
| 6M | +23.7% | +20.6% | +3.1% | +17.3% |
| YTD | +23.0% | +21.2% | +1.8% | +16.0% |
| 1Y | +37.2% | +38.2% | -1.0% | +24.4% |
| 3Y | +62.4% | +185.9% | -123.5% | +17.8% |
| 5Y | +31.8% | +97.0% | -65.2% | +3.1% |
| 10Y | +41.9% | +306.8% | -264.9% | -18.1% |
| All | +41.9% | +308.1% | -266.2% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling