+40.0%
CVS vs VIG
+250.0%
-210.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.3% |
| 7D | -2.2% | -1.1% | -1.1% | -1.3% |
| 30D | -0.1% | -2.7% | +2.7% | +2.3% |
| 3M | -5.2% | +2.5% | -7.8% | -7.3% |
| 6M | +26.9% | +9.2% | +17.7% | +17.4% |
| YTD | +22.1% | +9.8% | +12.2% | +12.3% |
| 1Y | +30.8% | +12.4% | +18.4% | +17.9% |
| 3Y | +54.4% | +55.9% | -1.5% | +3.6% |
| 5Y | +33.4% | +63.9% | -30.6% | -15.2% |
| All | +40.0% | +250.0% | -210.0% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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