+35.4%
CVS vs CPB
-32.6%
+68.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.4% |
| 7D | +4.0% | -8.6% | +12.5% | +4.2% |
| 30D | -2.4% | -7.2% | +4.8% | -2.2% |
| 3M | +2.7% | +0.9% | +1.8% | +2.9% |
| 6M | +21.9% | -11.8% | +33.7% | +22.7% |
| YTD | +24.7% | -19.4% | +44.2% | +26.0% |
| 1Y | +35.4% | -30.4% | +65.8% | +40.4% |
| All | +35.4% | -32.6% | +68.1% | +40.4% |
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