+55.4%
CVS vs NI
+69.0%
-13.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -2.0% | -0.6% | -1.4% | -1.8% |
| 30D | +1.9% | -1.4% | +3.3% | +2.3% |
| 3M | -2.2% | -10.6% | +8.4% | +0.9% |
| 6M | +26.7% | -9.9% | +36.6% | +30.3% |
| YTD | +22.9% | +1.2% | +21.7% | +22.0% |
| 1Y | +32.9% | +4.4% | +28.5% | +30.7% |
| All | +55.4% | +69.0% | -13.6% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 3y: compounded portfolio wealth divided by compounded NI 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…
3y analysis · Full analysis span regression · 6 months rolling