+32.1%
CVS vs IP
+13.9%
+18.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +3.0% |
| 7D | -7.1% | -5.1% | -2.0% | -6.7% |
| 30D | -4.0% | +8.5% | -12.5% | -4.9% |
| 3M | -12.2% | -13.8% | +1.6% | -11.1% |
| 6M | -2.2% | +5.7% | -7.9% | -3.2% |
| YTD | +8.9% | -9.1% | +18.0% | +9.0% |
| 1Y | +9.9% | -0.8% | +10.7% | +9.0% |
| 3Y | +32.1% | +14.8% | +17.3% | +31.9% |
| All | +32.1% | +13.9% | +18.2% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling