+41.1%
CVS vs CG
+332.1%
-291.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | +0.1% |
| 7D | -1.9% | -6.4% | +4.5% | -0.6% |
| 30D | -0.3% | -7.1% | +6.8% | +0.9% |
| 3M | -1.1% | -1.6% | +0.5% | -1.2% |
| 6M | +23.7% | -8.3% | +32.0% | +24.8% |
| YTD | +23.0% | -23.8% | +46.8% | +28.3% |
| 1Y | +37.2% | -28.7% | +65.9% | +44.6% |
| 3Y | +62.4% | +49.2% | +13.3% | +41.8% |
| 5Y | +31.8% | +5.5% | +26.3% | +19.9% |
| All | +41.1% | +332.1% | -291.0% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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