+47.3%
CVS vs CG
+51.3%
-4.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.9% | +4.6% |
| 7D | -2.6% | +2.0% | -4.6% | -3.0% |
| 30D | +4.0% | +8.5% | -4.5% | +2.7% |
| 3M | -6.3% | -12.1% | +5.8% | -5.0% |
| 6M | -0.4% | -16.4% | +16.1% | +1.5% |
| YTD | +15.6% | -28.0% | +43.6% | +20.1% |
| 1Y | +18.3% | -18.9% | +37.2% | +20.3% |
| 3Y | +47.3% | +51.2% | -4.0% | +34.1% |
| All | +47.3% | +51.3% | -4.0% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling