+32.1%
CVS vs CSGP
-60.4%
+92.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.7% | +7.8% | +3.1% |
| 7D | -7.1% | +1.3% | -8.4% | -7.2% |
| 30D | -4.0% | +10.7% | -14.7% | -4.1% |
| 3M | -12.2% | +3.3% | -15.5% | -12.2% |
| 6M | -2.2% | -10.3% | +8.2% | -2.3% |
| YTD | +8.9% | -54.6% | +63.5% | +12.2% |
| 1Y | +9.9% | -54.6% | +64.5% | +13.2% |
| 3Y | +32.1% | -60.3% | +92.4% | +38.8% |
| All | +32.1% | -60.4% | +92.5% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling