+31.9%
CVS vs CLF
-47.7%
+79.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.6% |
| 7D | +4.0% | +7.6% | -3.6% | +3.3% |
| 30D | -2.4% | -1.2% | -1.2% | -2.4% |
| 3M | +2.7% | -13.4% | +16.0% | +3.5% |
| 6M | +21.9% | +15.4% | +6.5% | +19.3% |
| YTD | +24.7% | -5.9% | +30.6% | +23.8% |
| 1Y | +35.4% | +18.8% | +16.6% | +30.5% |
| 3Y | +65.2% | -19.4% | +84.6% | +61.6% |
| All | +31.9% | -47.7% | +79.6% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling