+801.1%
CVS vs TRI
+507.2%
+293.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.2% |
| 7D | -1.9% | -8.4% | +6.5% | +0.3% |
| 30D | -0.3% | -6.5% | +6.2% | +1.2% |
| 3M | -1.1% | +18.6% | -19.7% | -7.0% |
| 6M | +23.7% | -10.4% | +34.2% | +24.8% |
| YTD | +23.0% | -23.7% | +46.7% | +29.1% |
| 1Y | +37.2% | -42.5% | +79.6% | +57.3% |
| 3Y | +62.4% | -19.3% | +81.7% | +62.3% |
| 5Y | +31.8% | -9.7% | +41.5% | +25.2% |
| 10Y | +41.9% | +194.4% | -152.5% | -12.8% |
| All | +801.1% | +507.2% | +293.9% | +250.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling