+32.2%
CVS vs CPNG
-49.8%
+82.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.7% | -0.7% |
| 7D | -2.2% | -1.1% | -1.0% | -2.1% |
| 30D | -0.1% | -7.4% | +7.3% | 0.0% |
| 3M | -5.2% | -12.3% | +7.1% | -5.1% |
| 6M | +26.9% | -19.4% | +46.3% | +26.9% |
| YTD | +22.1% | -35.9% | +58.0% | +23.1% |
| 1Y | +30.8% | -53.4% | +84.2% | +33.4% |
| 3Y | +54.4% | -20.0% | +74.4% | +52.4% |
| All | +32.2% | -49.8% | +82.0% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling