+204.3%
CVS vs CG
+351.2%
-146.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | -0.2% |
| 7D | +4.0% | -4.3% | +8.3% | +4.8% |
| 30D | -2.4% | -5.1% | +2.7% | -1.6% |
| 3M | +2.7% | +8.7% | -6.0% | +0.7% |
| 6M | +21.9% | -9.2% | +31.1% | +23.2% |
| YTD | +24.7% | -18.9% | +43.6% | +28.4% |
| 1Y | +35.4% | -25.6% | +61.1% | +41.3% |
| 3Y | +65.2% | +57.3% | +7.9% | +44.4% |
| 5Y | +30.5% | +10.2% | +20.4% | +18.8% |
| 10Y | +40.4% | +364.2% | -323.8% | -6.2% |
| All | +204.3% | +351.2% | -146.8% | +107.7% |
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