+262.0%
TER vs CVS
+65.2%
+196.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.5% |
| 7D | +0.6% | +4.0% | -3.3% | +0.4% |
| 30D | -8.3% | -2.4% | -5.9% | -8.2% |
| 3M | -12.2% | +2.7% | -14.9% | -12.4% |
| 6M | +17.1% | +21.9% | -4.8% | +15.1% |
| YTD | +84.7% | +24.7% | +59.9% | +80.7% |
| 1Y | +199.9% | +35.4% | +164.5% | +191.3% |
| All | +262.0% | +65.2% | +196.8% | +249.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling