+34.2%
CVS vs VIG
+61.5%
-27.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | -2.0% | -2.2% | +0.3% | -0.4% |
| 30D | +1.9% | -3.2% | +5.1% | +4.3% |
| 3M | -2.2% | +3.0% | -5.2% | -4.3% |
| 6M | +26.7% | +8.1% | +18.6% | +19.6% |
| YTD | +22.9% | +9.1% | +13.8% | +15.1% |
| 1Y | +32.9% | +12.6% | +20.3% | +21.6% |
| 3Y | +62.3% | +55.4% | +6.9% | +15.9% |
| 5Y | +34.2% | +62.8% | -28.5% | -9.1% |
| All | +34.2% | +61.5% | -27.2% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling