+18.3%
CVS vs CSGP
-55.1%
+73.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.9% | +7.3% | +4.2% |
| 7D | -2.6% | -3.2% | +0.5% | -2.8% |
| 30D | +4.0% | +2.2% | +1.8% | +4.6% |
| 3M | -6.3% | -3.7% | -2.6% | -6.3% |
| 6M | -0.4% | -7.4% | +7.1% | -1.3% |
| YTD | +15.6% | -54.9% | +70.5% | +6.4% |
| 1Y | +18.3% | -54.9% | +73.2% | +8.7% |
| All | +18.3% | -55.1% | +73.4% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling