+1,907.2%
CVS vs IP
+364.8%
+1,542.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.0% |
| 7D | +4.0% | -5.3% | +9.2% | +5.3% |
| 30D | -2.4% | -10.9% | +8.5% | +0.2% |
| 3M | +2.7% | +11.2% | -8.5% | -0.8% |
| 6M | +21.9% | -10.2% | +32.1% | +23.4% |
| YTD | +24.7% | -2.0% | +26.7% | +23.0% |
| 1Y | +35.4% | -19.1% | +54.5% | +39.7% |
| 3Y | +65.2% | +20.9% | +44.3% | +48.5% |
| 5Y | +30.5% | -17.8% | +48.4% | +28.1% |
| 10Y | +40.4% | +23.5% | +16.8% | +20.0% |
| All | +1,907.2% | +364.8% | +1,542.4% | +806.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling