+1,652.2%
CVS vs CI
+7,937.0%
-6,284.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.6% | +5.7% | +3.8% |
| 7D | -7.1% | -1.6% | -5.5% | -6.9% |
| 30D | -4.0% | +5.4% | -9.4% | -5.5% |
| 3M | -12.2% | +7.3% | -19.5% | -14.0% |
| 6M | -2.2% | +5.3% | -7.5% | -3.8% |
| YTD | +8.9% | +8.5% | +0.4% | +6.4% |
| 1Y | +9.9% | +17.1% | -7.2% | +5.2% |
| 3Y | +32.1% | +1.4% | +30.7% | +29.6% |
| 5Y | +5.7% | +50.5% | -44.8% | -6.2% |
| 10Y | +39.0% | +168.5% | -129.5% | +6.6% |
| All | +1,652.2% | +7,937.0% | -6,284.8% | +397.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling