+5.7%
CVS vs IP
-12.0%
+17.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +3.0% |
| 7D | -7.1% | -5.1% | -2.0% | -6.5% |
| 30D | -4.0% | +8.5% | -12.5% | -5.3% |
| 3M | -12.2% | -13.8% | +1.6% | -10.6% |
| 6M | -2.2% | +5.7% | -7.9% | -3.8% |
| YTD | +8.9% | -9.1% | +18.0% | +9.1% |
| 1Y | +9.9% | -0.8% | +10.7% | +8.4% |
| 3Y | +32.1% | +14.8% | +17.3% | +21.3% |
| All | +5.7% | -12.0% | +17.7% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling