+40.5%
CVS vs CL
+51.8%
-11.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -1.6% | -1.4% | -0.2% | -1.0% |
| 30D | +0.4% | -5.2% | +5.6% | +2.6% |
| 3M | -0.4% | +3.3% | -3.7% | -2.1% |
| 6M | +25.1% | -4.4% | +29.5% | +26.8% |
| YTD | +23.9% | +13.9% | +10.0% | +15.7% |
| 1Y | +41.1% | +7.6% | +33.4% | +34.8% |
| 3Y | +63.6% | +29.6% | +34.0% | +38.8% |
| 5Y | +31.5% | +28.1% | +3.5% | +11.5% |
| 10Y | +40.5% | +53.4% | -12.9% | +5.8% |
| All | +40.5% | +51.8% | -11.3% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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