+33.1%
CVS vs VTV
+79.3%
-46.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.5% |
| 7D | -2.0% | -2.1% | +0.1% | -0.2% |
| 30D | +1.9% | -1.3% | +3.2% | +3.1% |
| 3M | -2.2% | +5.6% | -7.8% | -6.7% |
| 6M | +26.7% | +12.4% | +14.3% | +14.6% |
| YTD | +22.9% | +17.6% | +5.2% | +6.7% |
| 1Y | +32.9% | +23.5% | +9.4% | +10.6% |
| 3Y | +62.3% | +67.0% | -4.7% | +3.4% |
| All | +33.1% | +79.3% | -46.2% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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