-27.5%
TER vs CVS
-0.5%
-27.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.6% | +7.7% | +8.3% |
| 7D | +5.9% | +12.0% | -6.1% | +7.1% |
| 30D | -30.8% | +2.8% | -33.5% | -29.6% |
| 3M | -29.9% | -3.6% | -26.4% | -30.8% |
| 6M | -27.5% | -1.6% | -25.8% | -25.2% |
| All | -27.5% | -0.5% | -27.0% | -25.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling