+49.6%
CVS vs IR
+336.9%
-287.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.6% | +4.7% |
| 7D | -2.6% | +1.5% | -4.2% | -3.0% |
| 30D | +4.0% | +9.0% | -5.0% | +1.9% |
| 3M | -6.3% | -0.9% | -5.4% | -6.4% |
| 6M | -0.4% | +13.4% | -13.8% | -3.9% |
| YTD | +15.6% | +8.5% | +7.1% | +12.0% |
| 1Y | +18.3% | +11.3% | +7.1% | +13.9% |
| 3Y | +47.3% | +26.0% | +21.3% | +34.7% |
| 5Y | +13.2% | +47.9% | -34.7% | -2.7% |
| All | +49.6% | +336.9% | -287.3% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling