+37.3%
CVS vs VLTO
+54.8%
-17.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +3.0% |
| 7D | -7.1% | +5.4% | -12.5% | -7.8% |
| 30D | -4.0% | +22.3% | -26.3% | -6.7% |
| 3M | -12.2% | +19.6% | -31.8% | -14.5% |
| 6M | -2.2% | +35.2% | -37.3% | -6.5% |
| YTD | +8.9% | +17.9% | -9.0% | +6.3% |
| 1Y | +9.9% | +19.5% | -9.6% | +6.9% |
| 3Y | +32.1% | +73.9% | -41.8% | +24.6% |
| All | +37.3% | +54.8% | -17.6% | +29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling