+52.0%
CVS vs CLF
+92.7%
-40.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.0% | -5.3% | +1.0% |
| 7D | -3.7% | -14.1% | +10.4% | -2.2% |
| 30D | -0.3% | -5.5% | +5.2% | -0.1% |
| 3M | -10.3% | 0.0% | -10.3% | -10.8% |
| 6M | -4.6% | +11.3% | -15.8% | -6.9% |
| YTD | +10.7% | -7.7% | +18.4% | +9.3% |
| 1Y | +11.2% | +17.5% | -6.3% | +6.8% |
| 3Y | +43.0% | -25.4% | +68.5% | +39.0% |
| 5Y | +8.6% | -46.0% | +54.6% | +6.5% |
| 10Y | +52.0% | +80.1% | -28.1% | +16.0% |
| All | +52.0% | +92.7% | -40.7% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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