+37.2%
CVS vs IR
-8.0%
+45.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.5% |
| 7D | -1.9% | -1.9% | 0.0% | -1.7% |
| 30D | -0.3% | -15.0% | +14.7% | +1.8% |
| 3M | -1.1% | -0.4% | -0.7% | -1.3% |
| 6M | +23.7% | -15.0% | +38.8% | +26.5% |
| YTD | +23.0% | -7.1% | +30.0% | +22.2% |
| 1Y | +37.2% | -7.5% | +44.7% | +36.4% |
| All | +37.2% | -8.0% | +45.1% | +36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling