+18.7%
CVS vs Z
+25.1%
-6.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.4% |
| 7D | +4.0% | -3.0% | +7.0% | +4.1% |
| 30D | -2.4% | -4.2% | +1.8% | -2.3% |
| 3M | +2.7% | -3.7% | +6.4% | +2.7% |
| 6M | +21.9% | -24.5% | +46.4% | +23.2% |
| YTD | +24.7% | -49.3% | +74.0% | +28.6% |
| 1Y | +35.4% | -58.7% | +94.1% | +41.0% |
| 3Y | +65.2% | -34.1% | +99.3% | +64.6% |
| 5Y | +30.5% | -64.5% | +95.1% | +32.3% |
| 10Y | +40.4% | -0.5% | +40.9% | +18.9% |
| All | +18.7% | +25.1% | -6.4% | -6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling