+58.1%
CVS vs SITM
+4,437.5%
-4,379.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | -1.9% | +3.7% | -5.6% | -2.1% |
| 30D | -0.3% | -14.5% | +14.2% | +0.3% |
| 3M | -1.1% | -10.6% | +9.4% | -1.2% |
| 6M | +23.7% | +65.5% | -41.8% | +19.2% |
| YTD | +23.0% | +67.0% | -44.0% | +18.2% |
| 1Y | +37.2% | +138.6% | -101.5% | +28.7% |
| 3Y | +62.4% | +421.8% | -359.4% | +40.9% |
| 5Y | +31.8% | +172.4% | -140.6% | +13.7% |
| All | +58.1% | +4,437.5% | -4,379.4% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 all: compounded portfolio wealth divided by compounded SITM 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…
all analysis · Full analysis span regression · 6 months rolling