+64.8%
CVS vs CPB
-41.6%
+106.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | 0.0% |
| 7D | +4.0% | -8.6% | +12.5% | +5.1% |
| 30D | -2.4% | -7.2% | +4.8% | -1.5% |
| 3M | +2.7% | +0.9% | +1.8% | +2.3% |
| 6M | +21.9% | -11.8% | +33.7% | +24.0% |
| YTD | +24.7% | -19.4% | +44.2% | +28.5% |
| 1Y | +35.4% | -30.4% | +65.8% | +43.7% |
| All | +64.8% | -41.6% | +106.3% | +82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling