+697.4%
CVS vs CSGP
+3,334.4%
-2,637.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | -0.2% |
| 7D | +4.0% | -4.1% | +8.0% | +4.5% |
| 30D | -2.4% | +2.3% | -4.7% | -2.8% |
| 3M | +2.7% | -8.2% | +10.8% | +3.3% |
| 6M | +21.9% | -35.1% | +56.9% | +27.8% |
| YTD | +24.7% | -54.0% | +78.8% | +35.9% |
| 1Y | +35.4% | -65.3% | +100.8% | +53.0% |
| 3Y | +65.2% | -62.6% | +127.7% | +82.7% |
| 5Y | +30.5% | -64.8% | +95.4% | +43.3% |
| 10Y | +40.4% | +45.1% | -4.7% | +26.2% |
| All | +697.4% | +3,334.4% | -2,637.0% | +440.4% |
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 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