+1,907.2%
CVS vs CI
+7,591.2%
-5,684.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.1% |
| 7D | +4.0% | +1.3% | +2.6% | +3.6% |
| 30D | -2.4% | +4.4% | -6.8% | -3.5% |
| 3M | +2.7% | +0.7% | +2.0% | +2.4% |
| 6M | +21.9% | +0.3% | +21.5% | +21.7% |
| YTD | +24.7% | +3.8% | +20.9% | +23.6% |
| 1Y | +35.4% | -5.5% | +40.9% | +36.9% |
| 3Y | +65.2% | +8.1% | +57.1% | +59.7% |
| 5Y | +30.5% | +42.8% | -12.3% | +17.7% |
| 10Y | +40.4% | +143.9% | -103.5% | +10.3% |
| All | +1,907.2% | +7,591.2% | -5,684.1% | +477.9% |
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 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