+61.2%
CVS vs CG
+274.5%
-213.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | +1.1% |
| 7D | +10.4% | -1.5% | +11.9% | +10.6% |
| 30D | +3.3% | +5.7% | -2.4% | +1.8% |
| 3M | -4.5% | -17.9% | +13.3% | -1.4% |
| 6M | -4.4% | -20.2% | +15.8% | -1.0% |
| YTD | +16.6% | -32.0% | +48.6% | +23.9% |
| 1Y | +15.3% | -27.0% | +42.3% | +20.5% |
| 3Y | +48.6% | +42.8% | +5.8% | +29.9% |
| 5Y | +12.9% | -23.4% | +36.3% | +10.5% |
| All | +61.2% | +274.5% | -213.3% | +8.5% |
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