+224.0%
TER vs CVS
+38.5%
+185.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.2% |
| 7D | +11.0% | -1.6% | +12.5% | +10.9% |
| 30D | -1.9% | +0.4% | -2.3% | -1.8% |
| 3M | -0.7% | -0.4% | -0.2% | -0.5% |
| 6M | +36.4% | +25.1% | +11.2% | +34.1% |
| YTD | +92.4% | +23.9% | +68.6% | +88.4% |
| All | +224.0% | +38.5% | +185.4% | +209.0% |
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 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