+575.2%
CVS vs CSGP
+3,461.1%
-2,885.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.9% |
| 7D | -10.0% | +13.9% | -23.9% | -11.6% |
| 30D | -5.2% | +16.0% | -21.2% | -7.3% |
| 3M | -17.4% | +6.1% | -23.5% | -18.4% |
| 6M | +2.1% | -8.2% | +10.3% | +2.3% |
| YTD | +5.6% | -52.3% | +58.0% | +14.1% |
| 1Y | +6.7% | -54.5% | +61.2% | +15.9% |
| 3Y | +29.6% | -58.6% | +88.2% | +41.0% |
| 5Y | +2.5% | -61.5% | +64.0% | +10.9% |
| 10Y | +34.8% | +74.7% | -39.8% | +18.0% |
| All | +575.2% | +3,461.1% | -2,885.9% | +353.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling