+44.2%
CVS vs COMP
-53.0%
+97.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -7.4% | +11.8% | +4.6% |
| 7D | -2.6% | +7.2% | -9.8% | -2.9% |
| 30D | +4.0% | +6.4% | -2.3% | +3.7% |
| 3M | -6.3% | -19.4% | +13.1% | -5.8% |
| 6M | -0.4% | +14.6% | -14.9% | -1.3% |
| YTD | +15.6% | -5.5% | +21.1% | +14.8% |
| 1Y | +18.3% | +13.7% | +4.7% | +16.8% |
| 3Y | +47.3% | +409.7% | -362.4% | +37.3% |
| 5Y | +13.2% | -17.0% | +30.2% | +7.2% |
| All | +44.2% | -53.0% | +97.2% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling