+1,652.2%
CVS vs CP
+7,734.8%
-6,082.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +3.6% |
| 7D | -7.1% | +2.8% | -9.9% | -8.0% |
| 30D | -4.0% | +10.2% | -14.2% | -6.7% |
| 3M | -12.2% | +2.4% | -14.6% | -13.1% |
| 6M | -2.2% | +7.7% | -9.8% | -4.6% |
| YTD | +8.9% | +26.0% | -17.1% | +1.4% |
| 1Y | +9.9% | +34.6% | -24.8% | +0.4% |
| 3Y | +32.1% | +26.7% | +5.4% | +21.1% |
| 5Y | +5.7% | +24.9% | -19.2% | -3.8% |
| 10Y | +39.0% | +258.6% | -219.6% | -6.8% |
| All | +1,652.2% | +7,734.8% | -6,082.6% | +386.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling