+18.3%
CVS vs CI
+18.7%
-0.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.5% | +1.9% | +2.9% |
| 7D | -2.6% | +2.6% | -5.2% | -4.5% |
| 30D | +4.0% | +7.3% | -3.3% | -1.1% |
| 3M | -6.3% | +9.5% | -15.8% | -12.2% |
| 6M | -0.4% | +6.4% | -6.8% | -5.6% |
| YTD | +15.6% | +12.0% | +3.6% | +5.4% |
| 1Y | +18.3% | +20.1% | -1.8% | +2.9% |
| All | +18.3% | +18.7% | -0.4% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling