+18.5%
CVS vs IRE
-84.0%
+102.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.8% | +6.1% | -0.8% |
| 7D | -1.9% | +29.0% | -30.9% | -1.7% |
| 30D | -0.3% | +24.2% | -24.5% | -0.1% |
| 3M | -1.1% | -53.2% | +52.0% | -1.2% |
| 6M | +23.7% | -36.0% | +59.8% | +24.3% |
| YTD | +23.0% | -51.0% | +74.0% | +20.8% |
| All | +18.5% | -84.0% | +102.5% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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