+2.1%
CVS vs IP
+11.3%
-9.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.0% | +5.7% | +1.9% |
| 7D | -10.0% | -5.0% | -5.0% | -9.7% |
| 30D | -5.2% | +6.5% | -11.8% | -6.1% |
| 3M | -17.4% | -18.0% | +0.7% | -15.8% |
| 6M | +2.1% | +10.3% | -8.2% | -0.4% |
| All | +2.1% | +11.3% | -9.1% | -0.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling