+1,907.2%
CVS vs CP
+7,669.4%
-5,762.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +4.0% | -2.7% | +6.6% | +4.6% |
| 30D | -2.4% | +0.2% | -2.6% | -2.6% |
| 3M | +2.7% | +2.6% | +0.1% | +1.7% |
| 6M | +21.9% | +6.0% | +15.9% | +19.5% |
| YTD | +24.7% | +24.9% | -0.2% | +16.7% |
| 1Y | +35.4% | +20.1% | +15.3% | +27.9% |
| 3Y | +65.2% | +16.4% | +48.8% | +55.3% |
| 5Y | +30.5% | +31.7% | -1.2% | +17.2% |
| 10Y | +40.4% | +223.9% | -183.5% | -3.3% |
| All | +1,907.2% | +7,669.4% | -5,762.3% | +460.3% |
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 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