+40.0%
CVS vs VO
+200.3%
-160.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -1.1% |
| 7D | -2.2% | -1.5% | -0.6% | -1.2% |
| 30D | -0.1% | -3.0% | +3.0% | +1.8% |
| 3M | -5.2% | +2.8% | -8.0% | -6.9% |
| 6M | +26.9% | +10.9% | +16.0% | +18.7% |
| YTD | +22.1% | +12.5% | +9.6% | +13.0% |
| 1Y | +30.8% | +12.0% | +18.8% | +21.4% |
| 3Y | +54.4% | +56.3% | -1.9% | +14.7% |
| 5Y | +33.4% | +42.9% | -9.6% | +3.2% |
| All | +40.0% | +200.3% | -160.2% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling