+61.2%
CVS vs COO
+40.1%
+21.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +10.4% | -2.1% | +12.5% | +10.9% |
| 30D | +3.3% | +13.9% | -10.6% | -0.2% |
| 3M | -4.5% | -18.9% | +14.4% | -0.2% |
| 6M | -4.4% | +3.7% | -8.1% | -6.4% |
| YTD | +16.6% | -24.1% | +40.7% | +23.4% |
| 1Y | +15.3% | -14.2% | +29.5% | +17.9% |
| 3Y | +48.6% | -24.5% | +73.0% | +52.3% |
| 5Y | +12.9% | -40.4% | +53.3% | +23.1% |
| All | +61.2% | +40.1% | +21.2% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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