+52.0%
CVS vs CMS
+127.7%
-75.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.5% |
| 7D | -3.7% | -0.9% | -2.8% | -3.5% |
| 30D | -0.3% | +7.1% | -7.4% | -3.0% |
| 3M | -10.3% | -1.3% | -9.0% | -10.0% |
| 6M | -4.6% | -2.7% | -1.9% | -4.0% |
| YTD | +10.7% | +2.6% | +8.1% | +8.9% |
| 1Y | +11.2% | -2.0% | +13.2% | +11.4% |
| 3Y | +43.0% | +39.6% | +3.4% | +23.2% |
| 5Y | +8.6% | +35.3% | -26.7% | -6.2% |
| 10Y | +52.0% | +132.3% | -80.4% | +24.0% |
| All | +52.0% | +127.7% | -75.8% | +24.0% |
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