+40.5%
CVS vs CLF
+108.7%
-68.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.5% |
| 7D | -1.6% | +6.5% | -8.1% | -2.2% |
| 30D | +0.4% | +0.2% | +0.1% | +0.2% |
| 3M | -0.4% | -3.1% | +2.6% | -0.7% |
| 6M | +25.1% | +25.0% | +0.1% | +20.9% |
| YTD | +23.9% | -7.5% | +31.3% | +22.9% |
| 1Y | +41.1% | +11.5% | +29.6% | +35.8% |
| 3Y | +63.6% | -13.7% | +77.3% | +56.9% |
| 5Y | +31.5% | -47.0% | +78.5% | +29.4% |
| 10Y | +40.5% | +116.3% | -75.8% | +6.8% |
| All | +40.5% | +108.7% | -68.2% | +6.8% |
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