+946.4%
CVS vs CME
+8,256.4%
-7,310.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +2.9% | +4.0% |
| 7D | -2.6% | +1.7% | -4.3% | -3.1% |
| 30D | +4.0% | +10.2% | -6.1% | +1.4% |
| 3M | -6.3% | +17.8% | -24.1% | -10.3% |
| 6M | -0.4% | +11.0% | -11.4% | -3.5% |
| YTD | +15.6% | +17.0% | -1.4% | +10.2% |
| 1Y | +18.3% | +15.8% | +2.5% | +13.1% |
| 3Y | +47.3% | +61.8% | -14.5% | +28.2% |
| 5Y | +13.2% | +72.5% | -59.3% | -3.9% |
| 10Y | +57.2% | +288.0% | -230.8% | +7.6% |
| All | +946.4% | +8,256.4% | -7,310.1% | +298.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling