+31.5%
CVS vs CPB
-38.5%
+70.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.0% |
| 7D | -1.6% | -8.2% | +6.7% | +0.1% |
| 30D | +0.4% | -5.6% | +6.0% | +1.4% |
| 3M | -0.4% | +3.0% | -3.4% | -1.4% |
| 6M | +25.1% | -12.7% | +37.9% | +28.4% |
| YTD | +23.9% | -18.0% | +41.9% | +28.6% |
| 1Y | +41.1% | -31.7% | +72.8% | +53.6% |
| 3Y | +63.6% | -41.0% | +104.6% | +83.9% |
| 5Y | +31.5% | -38.4% | +69.9% | +40.0% |
| All | +31.5% | -38.5% | +70.0% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling