+1,907.2%
CVS vs CMS
+457.8%
+1,449.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +4.0% | +0.4% | +3.6% | +3.9% |
| 30D | -2.4% | -3.6% | +1.2% | -1.6% |
| 3M | +2.7% | -1.9% | +4.6% | +3.0% |
| 6M | +21.9% | -11.0% | +32.8% | +24.9% |
| YTD | +24.7% | +0.2% | +24.6% | +24.4% |
| 1Y | +35.4% | -1.3% | +36.8% | +35.5% |
| 3Y | +65.2% | +35.9% | +29.3% | +52.9% |
| 5Y | +30.5% | +23.1% | +7.5% | +23.1% |
| 10Y | +40.4% | +117.9% | -77.5% | +16.7% |
| All | +1,907.2% | +457.8% | +1,449.4% | +1,178.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling