+35.4%
CVS vs VMC
-8.5%
+44.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.5% |
| 7D | +4.0% | -4.3% | +8.3% | +4.3% |
| 30D | -2.4% | -8.2% | +5.8% | -1.7% |
| 3M | +2.7% | -7.0% | +9.7% | +3.2% |
| 6M | +21.9% | -10.8% | +32.6% | +22.8% |
| YTD | +24.7% | -7.4% | +32.1% | +24.0% |
| 1Y | +35.4% | -9.5% | +44.9% | +36.1% |
| All | +35.4% | -8.5% | +44.0% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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