+32.1%
CVS vs CMS
+35.4%
-3.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +3.6% |
| 7D | -7.1% | -1.3% | -5.8% | -6.9% |
| 30D | -4.0% | +6.3% | -10.3% | -5.7% |
| 3M | -12.2% | -2.1% | -10.2% | -12.0% |
| 6M | -2.2% | -5.1% | +2.9% | -1.1% |
| YTD | +8.9% | +1.3% | +7.6% | +8.0% |
| 1Y | +9.9% | -1.4% | +11.3% | +9.9% |
| 3Y | +32.1% | +36.9% | -4.8% | +18.5% |
| All | +32.1% | +35.4% | -3.3% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling