+1,907.2%
CVS vs CL
+4,870.0%
-2,962.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.1% |
| 7D | +4.0% | -2.2% | +6.1% | +4.8% |
| 30D | -2.4% | -4.8% | +2.4% | -0.6% |
| 3M | +2.7% | +4.9% | -2.3% | +0.5% |
| 6M | +21.9% | -5.7% | +27.6% | +23.9% |
| YTD | +24.7% | +14.4% | +10.4% | +17.7% |
| 1Y | +35.4% | +8.7% | +26.7% | +30.0% |
| 3Y | +65.2% | +30.0% | +35.2% | +46.2% |
| 5Y | +30.5% | +28.4% | +2.2% | +15.7% |
| 10Y | +40.4% | +50.1% | -9.7% | +15.9% |
| All | +1,907.2% | +4,870.0% | -2,962.8% | +380.6% |
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