+689.4%
CVS vs VO
+825.5%
-136.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.8% |
| 7D | +10.4% | +2.9% | +7.5% | +8.4% |
| 30D | +3.3% | +1.0% | +2.3% | +2.4% |
| 3M | -4.5% | -1.7% | -2.8% | -3.8% |
| 6M | -4.4% | +6.7% | -11.1% | -8.6% |
| YTD | +16.6% | +14.0% | +2.6% | +6.6% |
| 1Y | +15.3% | +13.7% | +1.6% | +5.6% |
| 3Y | +48.6% | +65.8% | -17.3% | +5.9% |
| 5Y | +12.9% | +36.6% | -23.7% | -10.6% |
| 10Y | +63.2% | +198.9% | -135.8% | -23.4% |
| All | +689.4% | +825.5% | -136.1% | +67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling