+46.6%
CVS vs CFG
+347.0%
-300.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.3% |
| 7D | -7.1% | -0.9% | -6.2% | -7.0% |
| 30D | -4.0% | +1.1% | -5.0% | -4.4% |
| 3M | -12.2% | -12.0% | -0.2% | -9.5% |
| 6M | -2.2% | -2.2% | +0.1% | -2.0% |
| YTD | +8.9% | +11.4% | -2.5% | +5.0% |
| 1Y | +9.9% | +27.8% | -18.0% | +2.0% |
| 3Y | +32.1% | +173.3% | -141.2% | -2.0% |
| 5Y | +5.7% | +62.4% | -56.8% | -12.4% |
| 10Y | +39.0% | +249.6% | -210.6% | -10.1% |
| All | +46.6% | +347.0% | -300.4% | -9.9% |
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