+41.9%
CVS vs M
-7.1%
+49.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.3% |
| 7D | -1.9% | -4.1% | +2.2% | -1.5% |
| 30D | -0.3% | -13.6% | +13.3% | +1.3% |
| 3M | -1.1% | -2.3% | +1.2% | -1.0% |
| 6M | +23.7% | +21.9% | +1.8% | +20.6% |
| YTD | +23.0% | -0.6% | +23.6% | +22.4% |
| 1Y | +37.2% | +29.7% | +7.4% | +32.2% |
| 3Y | +62.4% | +107.3% | -44.8% | +44.0% |
| 5Y | +31.8% | +20.5% | +11.3% | +19.7% |
| 10Y | +41.9% | -6.1% | +48.0% | +8.1% |
| All | +41.9% | -7.1% | +49.0% | +8.1% |
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