+33.1%
CVS vs VMC
+45.8%
-12.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -2.0% | -3.7% | +1.7% | -1.2% |
| 30D | +1.9% | -12.8% | +14.7% | +5.0% |
| 3M | -2.2% | -7.9% | +5.7% | -0.8% |
| 6M | +26.7% | -7.5% | +34.2% | +28.0% |
| YTD | +22.9% | -11.6% | +34.5% | +25.0% |
| 1Y | +32.9% | -14.3% | +47.2% | +36.0% |
| 3Y | +62.3% | +18.5% | +43.8% | +50.6% |
| All | +33.1% | +45.8% | -12.7% | +13.5% |
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