+65.4%
CVS vs CLF
-14.9%
+80.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.6% |
| 7D | +4.0% | +7.6% | -3.6% | +3.4% |
| 30D | -2.4% | -1.2% | -1.2% | -2.4% |
| 3M | +2.7% | -13.4% | +16.0% | +3.4% |
| 6M | +21.9% | +15.4% | +6.5% | +19.7% |
| YTD | +24.7% | -5.9% | +30.6% | +24.0% |
| 1Y | +35.4% | +18.8% | +16.6% | +31.1% |
| All | +65.4% | -14.9% | +80.2% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling