+1,599.5%
CVS vs IP
+327.4%
+1,272.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.0% | +5.7% | +2.7% |
| 7D | -10.0% | -5.0% | -5.0% | -9.0% |
| 30D | -5.2% | +6.5% | -11.8% | -6.9% |
| 3M | -17.4% | -18.0% | +0.7% | -13.7% |
| 6M | +2.1% | +10.3% | -8.2% | -1.6% |
| YTD | +5.6% | -9.9% | +15.5% | +6.0% |
| 1Y | +6.7% | -1.1% | +7.8% | +4.4% |
| 3Y | +29.6% | +13.0% | +16.6% | +18.1% |
| 5Y | +2.5% | -12.3% | +14.8% | -1.6% |
| 10Y | +34.8% | +26.8% | +8.0% | +14.2% |
| All | +1,599.5% | +327.4% | +1,272.2% | +680.5% |
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