+14,183.4%
TER vs CVS
+1,935.3%
+12,248.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.6% |
| 7D | +0.6% | +4.0% | -3.3% | -0.8% |
| 30D | -8.3% | -2.4% | -5.9% | -7.8% |
| 3M | -12.2% | +2.7% | -14.9% | -13.5% |
| 6M | +17.1% | +21.9% | -4.8% | +7.9% |
| YTD | +84.7% | +24.7% | +59.9% | +67.6% |
| 1Y | +199.9% | +35.4% | +164.5% | +163.0% |
| 3Y | +232.8% | +65.2% | +167.6% | +158.6% |
| 5Y | +198.6% | +30.5% | +168.0% | +149.5% |
| 10Y | +1,669.7% | +40.4% | +1,629.4% | +1,263.9% |
| All | +14,183.4% | +1,935.3% | +12,248.1% | +4,020.4% |
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