+61.2%
CVS vs CME
+305.5%
-244.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +10.4% | +2.7% | +7.7% | +9.4% |
| 30D | +3.3% | +13.5% | -10.2% | -1.1% |
| 3M | -4.5% | +20.9% | -25.4% | -10.6% |
| 6M | -4.4% | +11.5% | -15.9% | -8.3% |
| YTD | +16.6% | +19.5% | -2.9% | +8.7% |
| 1Y | +15.3% | +17.2% | -1.9% | +8.2% |
| 3Y | +48.6% | +65.1% | -16.6% | +21.9% |
| 5Y | +12.9% | +73.1% | -60.2% | -10.3% |
| All | +61.2% | +305.5% | -244.3% | +1.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling