+112.0%
CVS vs CNH
+32.2%
+79.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.3% | +2.5% |
| 7D | -7.1% | -1.7% | -5.4% | -6.8% |
| 30D | -4.0% | -7.2% | +3.2% | -2.6% |
| 3M | -12.2% | +6.5% | -18.8% | -14.1% |
| 6M | -2.2% | +7.9% | -10.0% | -5.0% |
| YTD | +8.9% | +26.6% | -17.7% | +1.4% |
| 1Y | +9.9% | +13.8% | -3.9% | +4.6% |
| 3Y | +32.1% | +9.2% | +22.9% | +24.2% |
| 5Y | +5.7% | -15.6% | +21.3% | +2.8% |
| 10Y | +39.0% | +119.2% | -80.2% | +4.7% |
| All | +112.0% | +32.2% | +79.8% | +70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling