+995.4%
TER vs CVS
+63.8%
+931.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.3% |
| 7D | +14.4% | +6.6% | +7.8% | +12.7% |
| 30D | -30.6% | -0.4% | -30.1% | -30.6% |
| 3M | -39.2% | -5.3% | -33.9% | -38.7% |
| 6M | -31.3% | -7.7% | -23.6% | -30.5% |
| YTD | +29.1% | +16.0% | +13.0% | +21.7% |
| 1Y | +47.4% | +16.2% | +31.2% | +38.9% |
| 3Y | +191.2% | +47.6% | +143.7% | +148.0% |
| 5Y | +74.0% | +12.3% | +61.7% | +62.2% |
| All | +995.4% | +63.8% | +931.6% | +750.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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