+1,770.7%
CVS vs CNP
+1,890.9%
-120.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +12.0% | -0.1% | +12.1% | +12.0% |
| 30D | +2.8% | +5.0% | -2.3% | +1.9% |
| 3M | -3.6% | +2.7% | -6.2% | -4.0% |
| 6M | -1.6% | -1.9% | +0.3% | -1.3% |
| YTD | +16.3% | +8.8% | +7.5% | +14.3% |
| 1Y | +15.5% | +5.6% | +9.9% | +14.2% |
| 3Y | +48.1% | +63.2% | -15.1% | +34.7% |
| 5Y | +12.3% | +73.8% | -61.4% | +0.9% |
| 10Y | +62.7% | +144.0% | -81.3% | +34.7% |
| All | +1,770.7% | +1,890.9% | -120.3% | +950.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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