+35.4%
CVS vs CME
+8.4%
+27.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +4.0% | -1.6% | +5.5% | +4.2% |
| 30D | -2.4% | +6.2% | -8.6% | -3.1% |
| 3M | +2.7% | +10.4% | -7.8% | +1.8% |
| 6M | +21.9% | -9.5% | +31.4% | +23.2% |
| YTD | +24.7% | +6.0% | +18.7% | +26.0% |
| 1Y | +35.4% | +9.3% | +26.2% | +36.8% |
| All | +35.4% | +8.4% | +27.0% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling