+9,717.5%
TER vs CVS
+1,786.1%
+7,931.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.7% | -1.8% |
| 7D | -8.9% | -2.6% | -6.3% | -8.2% |
| 30D | -39.1% | +4.0% | -43.1% | -40.1% |
| 3M | -32.8% | -6.3% | -26.5% | -31.9% |
| 6M | -31.7% | -0.4% | -31.4% | -32.7% |
| YTD | +26.9% | +15.6% | +11.3% | +17.4% |
| 1Y | +33.6% | +18.3% | +15.3% | +22.4% |
| 3Y | +181.5% | +47.3% | +134.2% | +126.7% |
| 5Y | +76.1% | +13.2% | +63.0% | +54.1% |
| 10Y | +1,006.2% | +57.2% | +949.0% | +713.1% |
| All | +9,717.5% | +1,786.1% | +7,931.5% | +2,787.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling