+1,652.2%
CVS vs CLF
+646.3%
+1,005.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.9% |
| 7D | -7.1% | -19.6% | +12.5% | -5.1% |
| 30D | -4.0% | -5.0% | +1.0% | -3.8% |
| 3M | -12.2% | -6.3% | -5.9% | -12.2% |
| 6M | -2.2% | +2.8% | -5.0% | -3.7% |
| YTD | +8.9% | -13.7% | +22.6% | +8.3% |
| 1Y | +9.9% | +13.6% | -3.7% | +6.1% |
| 3Y | +32.1% | -34.0% | +66.1% | +29.9% |
| 5Y | +5.7% | -48.7% | +54.4% | +3.9% |
| 10Y | +39.0% | +113.4% | -74.4% | +8.1% |
| All | +1,652.2% | +646.3% | +1,005.9% | +796.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling