+361.8%
CVS vs VIG
+655.7%
-293.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +10.4% | +3.1% | +7.3% | +7.6% |
| 30D | +3.3% | +5.0% | -1.8% | -1.4% |
| 3M | -4.5% | +2.7% | -7.2% | -7.1% |
| 6M | -4.4% | +11.0% | -15.3% | -13.0% |
| YTD | +16.6% | +16.0% | +0.7% | +1.9% |
| 1Y | +15.3% | +16.3% | -0.9% | +0.5% |
| 3Y | +48.6% | +66.8% | -18.3% | -6.1% |
| 5Y | +12.9% | +64.8% | -51.9% | -28.4% |
| 10Y | +63.2% | +263.6% | -200.4% | -48.2% |
| All | +361.8% | +655.7% | -293.9% | -24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling