+47.4%
TER vs CVS
+16.2%
+31.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.4% |
| 7D | +14.4% | +6.6% | +7.8% | +14.1% |
| 30D | -30.6% | -0.4% | -30.1% | -30.4% |
| 3M | -39.2% | -5.3% | -33.9% | -39.1% |
| 6M | -31.3% | -7.7% | -23.6% | -30.9% |
| YTD | +29.1% | +16.0% | +13.0% | +21.8% |
| 1Y | +47.4% | +16.2% | +31.2% | +39.1% |
| All | +47.4% | +16.2% | +31.2% | +39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling