+1,029.1%
CVS vs CME
+7,469.3%
-6,440.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +4.0% | -1.6% | +5.5% | +4.4% |
| 30D | -2.4% | +6.2% | -8.6% | -3.9% |
| 3M | +2.7% | +10.4% | -7.8% | -0.2% |
| 6M | +21.9% | -9.5% | +31.4% | +24.5% |
| YTD | +24.7% | +6.0% | +18.7% | +22.2% |
| 1Y | +35.4% | +9.3% | +26.2% | +31.5% |
| 3Y | +65.2% | +57.7% | +7.5% | +44.9% |
| 5Y | +30.5% | +77.7% | -47.1% | +10.1% |
| 10Y | +40.4% | +281.2% | -240.9% | -3.2% |
| All | +1,029.1% | +7,469.3% | -6,440.2% | +341.9% |
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