+13.0%
CVS vs CSGP
-62.5%
+75.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.3% | -0.6% |
| 7D | +6.6% | +1.3% | +5.2% | +6.5% |
| 30D | -0.4% | +2.8% | -3.3% | -0.8% |
| 3M | -5.3% | -6.3% | +1.1% | -5.1% |
| 6M | -7.7% | -3.2% | -4.5% | -7.9% |
| YTD | +16.0% | -54.0% | +70.0% | +22.8% |
| 1Y | +16.2% | -54.8% | +71.0% | +23.2% |
| 3Y | +47.6% | -60.6% | +108.1% | +57.3% |
| All | +13.0% | -62.5% | +75.5% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling