+33.1%
CVS vs CMI
+161.6%
-128.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -2.0% | +0.8% | -2.8% | -2.1% |
| 30D | +1.9% | -12.8% | +14.7% | +4.3% |
| 3M | -2.2% | -12.4% | +10.3% | -0.4% |
| 6M | +26.7% | -0.9% | +27.6% | +25.6% |
| YTD | +22.9% | +8.9% | +14.0% | +18.8% |
| 1Y | +32.9% | +37.7% | -4.8% | +21.8% |
| 3Y | +62.3% | +148.9% | -86.6% | +26.2% |
| All | +33.1% | +161.6% | -128.5% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling