+1,681.4%
CVS vs CNP
+1,881.7%
-200.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -3.7% | -4.3% | +0.6% | -2.8% |
| 30D | -0.3% | +5.7% | -6.1% | -1.3% |
| 3M | -10.3% | +0.9% | -11.2% | -10.4% |
| 6M | -4.6% | -1.1% | -3.5% | -4.4% |
| YTD | +10.7% | +8.3% | +2.5% | +9.0% |
| 1Y | +11.2% | +5.9% | +5.3% | +9.9% |
| 3Y | +43.0% | +64.6% | -21.6% | +29.9% |
| 5Y | +8.6% | +74.6% | -66.0% | -2.5% |
| 10Y | +52.0% | +139.8% | -87.9% | +26.1% |
| All | +1,681.4% | +1,881.7% | -200.3% | +901.4% |
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