+32.4%
CVS vs IR
+49.0%
-16.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.7% | -0.7% |
| 7D | +4.0% | -2.8% | +6.8% | +4.5% |
| 30D | -2.4% | -15.1% | +12.7% | +0.7% |
| 3M | +2.7% | +6.1% | -3.4% | +1.2% |
| 6M | +21.9% | -16.8% | +38.7% | +25.8% |
| YTD | +24.7% | -3.5% | +28.3% | +24.4% |
| 1Y | +35.4% | -3.5% | +38.9% | +34.9% |
| 3Y | +65.2% | +9.5% | +55.7% | +56.6% |
| All | +32.4% | +49.0% | -16.5% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling