+5.6%
CVS vs CPB
-18.4%
+24.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +5.9% | -18.4% | -12.3% |
| 7D | -11.1% | +13.0% | -24.1% | -11.0% |
| 30D | -7.4% | +20.5% | -28.0% | -7.6% |
| 3M | -22.9% | +2.2% | -25.1% | -22.8% |
| 6M | -1.2% | +15.4% | -16.6% | -0.4% |
| YTD | +3.9% | -12.3% | +16.2% | +3.5% |
| 1Y | +5.6% | -18.0% | +23.5% | +5.3% |
| All | +5.6% | -18.4% | +24.0% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling