+56.5%
CVS vs CFG
+362.1%
-305.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | +12.0% | -0.8% | +12.7% | +12.1% |
| 30D | +2.8% | +3.1% | -0.4% | +1.8% |
| 3M | -3.6% | -9.7% | +6.1% | -1.2% |
| 6M | -1.6% | +6.7% | -8.3% | -3.7% |
| YTD | +16.3% | +15.2% | +1.1% | +11.1% |
| 1Y | +15.5% | +28.8% | -13.3% | +7.1% |
| 3Y | +48.1% | +190.1% | -142.0% | +8.2% |
| 5Y | +12.3% | +63.4% | -51.1% | -7.0% |
| 10Y | +62.7% | +219.8% | -157.1% | +6.9% |
| All | +56.5% | +362.1% | -305.6% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling