+40.0%
CVS vs CMI
+516.5%
-476.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.0% |
| 7D | -2.2% | -0.7% | -1.4% | -2.0% |
| 30D | -0.1% | -12.4% | +12.3% | +3.5% |
| 3M | -5.2% | -14.8% | +9.6% | -1.5% |
| 6M | +26.9% | +0.8% | +26.1% | +24.7% |
| YTD | +22.1% | +10.2% | +11.9% | +15.8% |
| 1Y | +30.8% | +37.4% | -6.6% | +15.2% |
| 3Y | +54.4% | +153.3% | -98.9% | +7.9% |
| 5Y | +33.4% | +167.6% | -134.2% | -10.5% |
| All | +40.0% | +516.5% | -476.4% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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