+57.2%
CVS vs M
-3.0%
+60.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.9% | +4.4% |
| 7D | -2.6% | +5.0% | -7.7% | -3.3% |
| 30D | +4.0% | +10.6% | -6.6% | +2.7% |
| 3M | -6.3% | +1.6% | -7.9% | -6.8% |
| 6M | -0.4% | +30.8% | -31.2% | -3.8% |
| YTD | +15.6% | +16.9% | -1.3% | +12.7% |
| 1Y | +18.3% | +26.3% | -7.9% | +14.2% |
| 3Y | +47.3% | +158.6% | -111.3% | +27.1% |
| 5Y | +13.2% | +2.1% | +11.1% | +5.5% |
| 10Y | +57.2% | -4.3% | +61.5% | +19.9% |
| All | +57.2% | -3.0% | +60.2% | +19.9% |
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