+60.7%
CVS vs CL
+84.9%
-24.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +12.0% | -0.8% | +12.7% | +12.3% |
| 30D | +2.8% | +9.5% | -6.8% | -1.5% |
| 3M | -3.6% | +6.8% | -10.3% | -6.6% |
| 6M | -1.6% | +14.3% | -15.9% | -7.9% |
| YTD | +16.3% | +27.0% | -10.7% | +3.0% |
| 1Y | +15.5% | +26.3% | -10.8% | +2.5% |
| 3Y | +48.1% | +39.3% | +8.8% | +21.4% |
| 5Y | +12.3% | +41.5% | -29.2% | -9.6% |
| All | +60.7% | +84.9% | -24.1% | +12.6% |
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