+65.3%
CVS vs CSGP
-61.9%
+127.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | -0.5% |
| 7D | +4.0% | -4.1% | +8.0% | +4.0% |
| 30D | -2.4% | +2.3% | -4.7% | -2.4% |
| 3M | +2.7% | -8.2% | +10.8% | +2.6% |
| 6M | +21.9% | -35.1% | +56.9% | +23.1% |
| YTD | +24.7% | -54.0% | +78.8% | +29.1% |
| 1Y | +35.4% | -65.3% | +100.8% | +44.4% |
| All | +65.3% | -61.9% | +127.2% | +72.4% |
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