+1,878.9%
CVS vs CMI
+19,556.0%
-17,677.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -1.9% | +0.7% | -2.6% | -2.1% |
| 30D | -0.3% | -12.3% | +12.0% | +2.6% |
| 3M | -1.1% | -16.8% | +15.7% | +2.5% |
| 6M | +23.7% | +1.5% | +22.2% | +22.1% |
| YTD | +23.0% | +9.8% | +13.2% | +18.7% |
| 1Y | +37.2% | +42.6% | -5.4% | +24.3% |
| 3Y | +62.4% | +151.0% | -88.6% | +27.5% |
| 5Y | +31.8% | +167.0% | -135.2% | +0.9% |
| 10Y | +41.9% | +512.2% | -470.3% | -11.3% |
| All | +1,878.9% | +19,556.0% | -17,677.0% | +391.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling