+2.1%
CVS vs CSGP
-9.0%
+11.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.7% |
| 7D | -10.0% | +13.9% | -23.9% | -10.5% |
| 30D | -5.2% | +16.0% | -21.2% | -5.3% |
| 3M | -17.4% | +6.1% | -23.5% | -17.2% |
| 6M | +2.1% | -8.2% | +10.3% | -1.7% |
| All | +2.1% | -9.0% | +11.2% | -1.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling