+54.4%
CVS vs TRV
+146.6%
-92.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.7% | -1.2% |
| 7D | -2.2% | +1.9% | -4.1% | -2.6% |
| 30D | -0.1% | +1.7% | -1.8% | -0.5% |
| 3M | -5.2% | +23.9% | -29.1% | -10.3% |
| 6M | +26.9% | +26.3% | +0.6% | +19.4% |
| YTD | +22.1% | +30.8% | -8.7% | +13.8% |
| 1Y | +30.8% | +36.3% | -5.5% | +20.6% |
| 3Y | +54.4% | +145.0% | -90.6% | +23.1% |
| All | +54.4% | +146.6% | -92.2% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling