+5.6%
CVS vs TRV
+54.4%
-48.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +3.5% | -16.0% | -13.0% |
| 7D | -11.1% | +3.9% | -15.0% | -11.7% |
| 30D | -7.4% | +13.5% | -20.9% | -9.9% |
| 3M | -22.9% | +8.9% | -31.8% | -24.3% |
| 6M | -1.2% | +36.8% | -38.0% | -8.3% |
| YTD | +3.9% | +42.7% | -38.8% | -5.4% |
| 1Y | +5.6% | +49.9% | -44.3% | -8.0% |
| All | +5.6% | +54.4% | -48.9% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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