+35.4%
CVS vs VLTO
-8.3%
+43.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.4% |
| 7D | +4.0% | -2.3% | +6.2% | +4.1% |
| 30D | -2.4% | -0.9% | -1.5% | -2.4% |
| 3M | +2.7% | +13.8% | -11.2% | +1.5% |
| 6M | +21.9% | +2.0% | +19.9% | +21.2% |
| YTD | +24.7% | -3.2% | +27.9% | +25.1% |
| 1Y | +35.4% | -9.2% | +44.6% | +35.9% |
| All | +35.4% | -8.3% | +43.7% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling