+390.6%
CVS vs VIG
+617.8%
-227.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | 0.0% |
| 7D | -1.6% | -0.4% | -1.2% | -1.2% |
| 30D | +0.4% | -2.1% | +2.5% | +2.2% |
| 3M | -0.4% | +3.3% | -3.8% | -3.3% |
| 6M | +25.1% | +9.3% | +15.9% | +15.7% |
| YTD | +23.9% | +10.1% | +13.7% | +13.6% |
| 1Y | +41.1% | +14.7% | +26.4% | +24.9% |
| 3Y | +63.6% | +56.9% | +6.7% | +9.5% |
| 5Y | +31.5% | +62.9% | -31.4% | -15.5% |
| 10Y | +40.5% | +241.3% | -200.8% | -52.7% |
| All | +390.6% | +617.8% | -227.2% | -16.3% |
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