+61.2%
CVS vs M
-8.5%
+69.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.5% |
| 7D | +10.4% | +0.6% | +9.8% | +10.3% |
| 30D | +3.3% | +7.0% | -3.7% | +2.3% |
| 3M | -4.5% | +3.1% | -7.7% | -5.2% |
| 6M | -4.4% | +33.5% | -37.9% | -7.9% |
| YTD | +16.6% | +13.4% | +3.2% | +14.0% |
| 1Y | +15.3% | +22.4% | -7.1% | +11.7% |
| 3Y | +48.6% | +150.9% | -102.3% | +28.6% |
| 5Y | +12.9% | -3.0% | +15.9% | +5.8% |
| All | +61.2% | -8.5% | +69.7% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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