+60.4%
CVS vs Z
-16.5%
+76.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -0.6% |
| 7D | +6.6% | +0.8% | +5.7% | +6.5% |
| 30D | -0.4% | +5.2% | -5.6% | -0.9% |
| 3M | -5.3% | -17.0% | +11.8% | -4.8% |
| 6M | -7.7% | -22.7% | +14.9% | -7.0% |
| YTD | +16.0% | -56.3% | +72.4% | +19.9% |
| 1Y | +16.2% | -57.7% | +73.9% | +20.2% |
| 3Y | +47.6% | -16.5% | +64.1% | +44.3% |
| 5Y | +12.3% | -53.4% | +65.7% | +11.5% |
| All | +60.4% | -16.5% | +76.9% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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