+1,893.3%
CVS vs TRV
+6,550.0%
-4,656.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | -1.6% | +0.5% | -2.0% | -1.7% |
| 30D | +0.4% | -4.9% | +5.2% | +2.0% |
| 3M | -0.4% | +23.7% | -24.2% | -7.5% |
| 6M | +25.1% | +20.3% | +4.8% | +17.2% |
| YTD | +23.9% | +27.1% | -3.2% | +13.9% |
| 1Y | +41.1% | +35.3% | +5.7% | +26.8% |
| 3Y | +63.6% | +139.8% | -76.2% | +19.9% |
| 5Y | +31.5% | +153.9% | -122.3% | -5.9% |
| 10Y | +40.5% | +285.9% | -245.4% | -14.2% |
| All | +1,893.3% | +6,550.0% | -4,656.8% | +378.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling