+52.0%
CVS vs CSGP
+72.5%
-20.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +1.4% |
| 7D | -3.7% | -1.8% | -1.9% | -3.6% |
| 30D | -0.3% | +5.3% | -5.6% | -1.4% |
| 3M | -10.3% | +3.3% | -13.6% | -11.2% |
| 6M | -4.6% | -4.7% | +0.1% | -4.8% |
| YTD | +10.7% | -53.5% | +64.3% | +21.5% |
| 1Y | +11.2% | -53.7% | +65.0% | +22.0% |
| 3Y | +43.0% | -59.7% | +102.8% | +58.1% |
| 5Y | +8.6% | -62.5% | +71.1% | +19.9% |
| 10Y | +52.0% | +67.3% | -15.3% | +48.0% |
| All | +52.0% | +72.5% | -20.6% | +48.0% |
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