+182.0%
CVS vs CG
+300.6%
-118.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.9% | +4.7% |
| 7D | -2.6% | +2.0% | -4.6% | -3.2% |
| 30D | +4.0% | +8.5% | -4.5% | +2.1% |
| 3M | -6.3% | -12.1% | +5.8% | -4.5% |
| 6M | -0.4% | -16.4% | +16.1% | +2.2% |
| YTD | +15.6% | -28.0% | +43.6% | +21.2% |
| 1Y | +18.3% | -18.9% | +37.2% | +21.0% |
| 3Y | +47.3% | +51.2% | -4.0% | +29.2% |
| 5Y | +13.2% | -15.9% | +29.0% | +8.6% |
| 10Y | +57.2% | +305.9% | -248.7% | +7.3% |
| All | +182.0% | +300.6% | -118.5% | +96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling