+52.0%
CVS vs CP
+261.0%
-209.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.0% |
| 7D | -3.7% | +2.8% | -6.5% | -4.7% |
| 30D | -0.3% | +11.3% | -11.7% | -4.0% |
| 3M | -10.3% | +2.9% | -13.1% | -11.5% |
| 6M | -4.6% | +9.8% | -14.4% | -8.1% |
| YTD | +10.7% | +28.5% | -17.8% | +0.8% |
| 1Y | +11.2% | +33.5% | -22.3% | 0.0% |
| 3Y | +43.0% | +31.9% | +11.1% | +26.3% |
| 5Y | +8.6% | +25.5% | -16.9% | -4.1% |
| 10Y | +52.0% | +257.6% | -205.6% | -6.9% |
| All | +52.0% | +261.0% | -209.0% | -6.9% |
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