+67.9%
CVS vs CFG
+396.4%
-328.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +4.0% | +1.5% | +2.4% | +3.5% |
| 30D | -2.4% | -3.8% | +1.4% | -1.4% |
| 3M | +2.7% | +11.5% | -8.8% | -0.3% |
| 6M | +21.9% | +19.2% | +2.7% | +16.1% |
| YTD | +24.7% | +23.7% | +1.0% | +17.3% |
| 1Y | +35.4% | +38.8% | -3.4% | +23.1% |
| 3Y | +65.2% | +178.9% | -113.7% | +21.9% |
| 5Y | +30.5% | +101.8% | -71.2% | +2.3% |
| 10Y | +40.4% | +317.3% | -276.9% | -12.7% |
| All | +67.9% | +396.4% | -328.4% | +0.6% |
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