+50.5%
CVS vs CI
+141.7%
-91.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.3% |
| 7D | -3.7% | +0.1% | -3.8% | -4.1% |
| 30D | -0.3% | +4.7% | -5.0% | -2.9% |
| 3M | -10.3% | +5.2% | -15.5% | -12.7% |
| 6M | -4.6% | +3.8% | -8.4% | -6.9% |
| YTD | +10.7% | +9.2% | +1.5% | +5.6% |
| 1Y | +11.2% | +14.3% | -3.0% | +3.9% |
| 3Y | +43.0% | +8.4% | +34.6% | +32.4% |
| 5Y | +8.6% | +50.0% | -41.4% | -14.6% |
| All | +50.5% | +141.7% | -91.1% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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