+16.8%
CVS vs IP
-7.2%
+24.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.5% |
| 7D | +10.4% | -0.9% | +11.3% | +10.5% |
| 30D | +3.3% | +6.7% | -3.4% | +2.3% |
| 3M | -4.5% | -16.6% | +12.0% | -2.9% |
| 6M | -4.4% | +6.0% | -10.4% | -5.7% |
| YTD | +16.6% | -10.7% | +27.3% | +16.7% |
| All | +16.8% | -7.2% | +24.0% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling