+5.6%
CVS vs TRI
-22.4%
+28.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +6.4% | -18.9% | -12.2% |
| 7D | -11.1% | +1.0% | -12.1% | -10.9% |
| 30D | -7.4% | +20.8% | -28.2% | -7.1% |
| 3M | -22.9% | +8.1% | -31.0% | -22.7% |
| 6M | -1.2% | +24.2% | -25.4% | -0.2% |
| YTD | +3.9% | -7.8% | +11.6% | +13.9% |
| 1Y | +5.6% | -16.7% | +22.2% | +17.9% |
| All | +5.6% | -22.4% | +28.0% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling