+1,652.2%
CVS vs CL
+5,337.0%
-3,684.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.3% | +3.9% |
| 7D | -7.1% | +1.3% | -8.4% | -7.8% |
| 30D | -4.0% | +11.4% | -15.3% | -8.0% |
| 3M | -12.2% | +4.4% | -16.7% | -13.9% |
| 6M | -2.2% | +10.8% | -13.0% | -6.4% |
| YTD | +8.9% | +25.1% | -16.2% | -0.9% |
| 1Y | +9.9% | +28.0% | -18.1% | -0.9% |
| 3Y | +32.1% | +37.6% | -5.5% | +14.2% |
| 5Y | +5.7% | +39.7% | -34.0% | -9.5% |
| 10Y | +39.0% | +75.8% | -36.8% | +8.1% |
| All | +1,652.2% | +5,337.0% | -3,684.8% | +304.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling