+41.0%
CVS vs TRV
+298.6%
-257.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -2.0% | -1.5% | -0.5% | -1.4% |
| 30D | +1.9% | -1.8% | +3.7% | +2.7% |
| 3M | -2.2% | +21.6% | -23.8% | -10.3% |
| 6M | +26.7% | +22.5% | +4.3% | +15.6% |
| YTD | +22.9% | +28.1% | -5.3% | +9.8% |
| 1Y | +32.9% | +37.0% | -4.1% | +15.1% |
| 3Y | +62.3% | +141.9% | -79.6% | +6.0% |
| 5Y | +34.2% | +158.5% | -124.3% | -16.0% |
| All | +41.0% | +298.6% | -257.7% | -18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling