+61.2%
CVS vs CMS
+136.3%
-75.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +10.4% | -1.3% | +11.7% | +10.9% |
| 30D | +3.3% | +5.3% | -2.0% | +1.2% |
| 3M | -4.5% | -0.3% | -4.2% | -4.6% |
| 6M | -4.4% | -4.0% | -0.3% | -3.3% |
| YTD | +16.6% | +2.1% | +14.5% | +14.9% |
| 1Y | +15.3% | -4.7% | +20.0% | +16.7% |
| 3Y | +48.6% | +36.8% | +11.7% | +28.9% |
| 5Y | +12.9% | +34.9% | -22.0% | -2.5% |
| All | +61.2% | +136.3% | -75.0% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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