+62.7%
CVS vs CSGP
+65.4%
-2.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +12.0% | -7.1% | +19.0% | +12.9% |
| 30D | +2.8% | +3.6% | -0.9% | +1.9% |
| 3M | -3.6% | -2.7% | -0.8% | -3.8% |
| 6M | -1.6% | -8.0% | +6.4% | -1.5% |
| YTD | +16.3% | -55.0% | +71.2% | +28.1% |
| 1Y | +15.5% | -55.8% | +71.3% | +27.5% |
| 3Y | +48.1% | -62.0% | +110.1% | +65.2% |
| 5Y | +12.3% | -62.9% | +75.2% | +23.9% |
| 10Y | +62.7% | +62.6% | +0.1% | +56.2% |
| All | +62.7% | +65.4% | -2.7% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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