+28.1%
CVS vs S
-51.7%
+79.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +6.6% | +2.0% | +4.6% | +6.6% |
| 30D | -0.4% | -2.7% | +2.3% | -0.4% |
| 3M | -5.3% | -6.9% | +1.6% | -5.3% |
| 6M | -7.7% | +38.1% | -45.8% | -8.0% |
| YTD | +16.0% | +48.0% | -32.0% | +15.5% |
| 1Y | +16.2% | +34.5% | -18.2% | +15.9% |
| 3Y | +47.6% | +38.3% | +9.2% | +46.5% |
| 5Y | +12.3% | -70.9% | +83.2% | +9.6% |
| All | +28.1% | -51.7% | +79.8% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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