+5.7%
CVS vs CNH
-14.7%
+20.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.3% | +2.6% |
| 7D | -7.1% | -1.7% | -5.4% | -6.8% |
| 30D | -4.0% | -7.2% | +3.2% | -2.8% |
| 3M | -12.2% | +6.5% | -18.8% | -13.8% |
| 6M | -2.2% | +7.9% | -10.0% | -4.5% |
| YTD | +8.9% | +26.6% | -17.7% | +2.6% |
| 1Y | +9.9% | +13.8% | -3.9% | +5.5% |
| 3Y | +32.1% | +9.2% | +22.9% | +25.8% |
| All | +5.7% | -14.7% | +20.4% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 5y: compounded portfolio wealth divided by compounded CNH 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…
5y analysis · Full analysis span regression · 6 months rolling