+52.0%
CVS vs PR
+66.7%
-14.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.7% | +1.7% |
| 7D | -3.7% | -12.4% | +8.7% | -3.0% |
| 30D | -0.3% | -6.6% | +6.2% | 0.0% |
| 3M | -10.3% | +7.5% | -17.8% | -10.6% |
| 6M | -4.6% | +10.8% | -15.4% | -5.2% |
| YTD | +10.7% | +57.0% | -46.3% | +8.1% |
| 1Y | +11.2% | +67.9% | -56.7% | +8.2% |
| 3Y | +43.0% | +87.6% | -44.6% | +37.6% |
| 5Y | +8.6% | +220.4% | -211.7% | +0.7% |
| 10Y | +52.0% | +64.8% | -12.9% | +53.9% |
| All | +52.0% | +66.7% | -14.7% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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