+41.9%
CVS vs CP
+224.3%
-182.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.3% |
| 7D | -1.9% | +0.6% | -2.5% | -2.1% |
| 30D | -0.3% | -0.5% | +0.2% | -0.3% |
| 3M | -1.1% | +0.1% | -1.2% | -1.4% |
| 6M | +23.7% | +7.8% | +15.9% | +20.1% |
| YTD | +23.0% | +22.9% | +0.1% | +14.0% |
| 1Y | +37.2% | +21.3% | +15.8% | +27.5% |
| 3Y | +62.4% | +20.4% | +42.1% | +48.5% |
| 5Y | +31.8% | +34.9% | -3.1% | +13.2% |
| 10Y | +41.9% | +233.3% | -191.4% | -11.5% |
| All | +41.9% | +224.3% | -182.4% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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