+12.9%
CVS vs VMC
+46.0%
-33.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | +10.4% | -1.7% | +12.1% | +10.8% |
| 30D | +3.3% | +15.3% | -12.0% | -0.4% |
| 3M | -4.5% | +0.3% | -4.8% | -5.1% |
| 6M | -4.4% | +0.9% | -5.2% | -5.4% |
| YTD | +16.6% | -1.0% | +17.6% | +15.1% |
| 1Y | +15.3% | -4.3% | +19.6% | +14.9% |
| 3Y | +48.6% | +35.3% | +13.2% | +32.6% |
| 5Y | +12.9% | +44.4% | -31.5% | -4.8% |
| All | +12.9% | +46.0% | -33.2% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling