+682.5%
CVS vs VO
+822.0%
-139.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | -2.6% | -0.2% | -2.4% | -2.7% |
| 30D | +4.0% | +0.5% | +3.6% | +3.5% |
| 3M | -6.3% | -1.1% | -5.2% | -5.9% |
| 6M | -0.4% | +6.4% | -6.8% | -4.6% |
| YTD | +15.6% | +13.5% | +2.1% | +6.0% |
| 1Y | +18.3% | +13.6% | +4.7% | +8.4% |
| 3Y | +47.3% | +65.2% | -17.9% | +5.2% |
| 5Y | +13.2% | +37.7% | -24.6% | -10.8% |
| 10Y | +57.2% | +198.4% | -141.2% | -26.2% |
| All | +682.5% | +822.0% | -139.5% | +66.8% |
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