+1,802.9%
TER vs CVS
+42.0%
+1,761.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.5% |
| 7D | +9.4% | -2.0% | +11.3% | +9.9% |
| 30D | -2.4% | +1.9% | -4.3% | -3.0% |
| 3M | +6.5% | -2.2% | +8.7% | +6.7% |
| 6M | +23.2% | +26.7% | -3.6% | +15.0% |
| YTD | +91.5% | +22.9% | +68.6% | +79.1% |
| 1Y | +214.8% | +32.9% | +181.9% | +187.5% |
| 3Y | +275.3% | +62.3% | +213.1% | +213.5% |
| 5Y | +211.9% | +34.2% | +177.7% | +176.0% |
| All | +1,802.9% | +42.0% | +1,761.0% | +1,405.0% |
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