+9.9%
CVS vs CSGP
-56.4%
+66.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.7% | +7.8% | +2.7% |
| 7D | -7.1% | +1.3% | -8.4% | -7.0% |
| 30D | -4.0% | +10.7% | -14.7% | -2.7% |
| 3M | -12.2% | +3.3% | -15.5% | -11.5% |
| 6M | -2.2% | -10.3% | +8.2% | -3.8% |
| YTD | +8.9% | -54.6% | +63.5% | +0.3% |
| 1Y | +9.9% | -54.6% | +64.5% | +0.7% |
| All | +9.9% | -56.4% | +66.3% | +0.7% |
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