+60.4%
CVS vs CP
+257.3%
-196.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +6.6% | +2.1% | +4.4% | +5.8% |
| 30D | -0.4% | +9.3% | -9.8% | -3.5% |
| 3M | -5.3% | +0.5% | -5.7% | -5.8% |
| 6M | -7.7% | +10.4% | -18.1% | -11.2% |
| YTD | +16.0% | +28.7% | -12.6% | +5.7% |
| 1Y | +16.2% | +33.2% | -17.0% | +4.5% |
| 3Y | +47.6% | +38.4% | +9.1% | +28.1% |
| 5Y | +12.3% | +26.2% | -13.9% | -1.0% |
| All | +60.4% | +257.3% | -196.9% | -0.3% |
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