+34.2%
CVS vs CG
+2.7%
+31.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.3% |
| 7D | -2.0% | -9.8% | +7.8% | -0.5% |
| 30D | +1.9% | -10.3% | +12.2% | +3.4% |
| 3M | -2.2% | -1.7% | -0.5% | -2.3% |
| 6M | +26.7% | -9.8% | +36.5% | +27.9% |
| YTD | +22.9% | -25.6% | +48.5% | +27.5% |
| 1Y | +32.9% | -32.5% | +65.4% | +39.8% |
| 3Y | +62.3% | +45.6% | +16.6% | +46.7% |
| 5Y | +34.2% | +3.7% | +30.6% | +21.6% |
| All | +34.2% | +2.7% | +31.5% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling