+1,681.4%
CVS vs CL
+5,414.7%
-3,733.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.2% | +1.2% |
| 7D | -3.7% | +0.5% | -4.2% | -4.1% |
| 30D | -0.3% | +11.6% | -11.9% | -4.6% |
| 3M | -10.3% | +5.6% | -15.9% | -12.4% |
| 6M | -4.6% | +13.2% | -17.7% | -9.5% |
| YTD | +10.7% | +26.9% | -16.2% | +0.2% |
| 1Y | +11.2% | +27.3% | -16.1% | +0.5% |
| 3Y | +43.0% | +39.7% | +3.3% | +23.0% |
| 5Y | +8.6% | +41.3% | -32.7% | -7.4% |
| 10Y | +52.0% | +76.3% | -24.3% | +18.1% |
| All | +1,681.4% | +5,414.7% | -3,733.2% | +309.3% |
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