+34.2%
CVS vs TRV
+154.6%
-120.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -2.0% | -1.5% | -0.5% | -1.5% |
| 30D | +1.9% | -1.8% | +3.7% | +2.5% |
| 3M | -2.2% | +21.6% | -23.8% | -8.9% |
| 6M | +26.7% | +22.5% | +4.3% | +17.5% |
| YTD | +22.9% | +28.1% | -5.3% | +12.0% |
| 1Y | +32.9% | +37.0% | -4.1% | +18.0% |
| 3Y | +62.3% | +141.9% | -79.6% | +10.6% |
| 5Y | +34.2% | +158.5% | -124.3% | -12.3% |
| All | +34.2% | +154.6% | -120.4% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling