+57.4%
CVS vs CPNG
-76.9%
+134.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | -2.0% | -5.4% | +3.5% | -1.9% |
| 30D | +1.9% | -11.1% | +13.0% | +2.0% |
| 3M | -2.2% | -3.0% | +0.8% | -2.3% |
| 6M | +26.7% | -23.5% | +50.2% | +26.8% |
| YTD | +22.9% | -37.8% | +60.7% | +23.7% |
| 1Y | +32.9% | -54.3% | +87.2% | +35.0% |
| 3Y | +62.3% | -20.8% | +83.1% | +60.5% |
| 5Y | +34.2% | -51.1% | +85.3% | +30.4% |
| All | +57.4% | -76.9% | +134.3% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 10y: compounded portfolio wealth divided by compounded CPNG 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…
10y analysis · Full analysis span regression · 6 months rolling