-1.1%
TLT vs CVS
+64.7%
-65.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +0.4% | -1.6% | +2.0% | +0.4% |
| 30D | -0.3% | +0.4% | -0.7% | -0.3% |
| 3M | -1.7% | -0.4% | -1.3% | -1.7% |
| 6M | -4.9% | +25.1% | -30.0% | -5.0% |
| YTD | -2.8% | +23.9% | -26.7% | -2.8% |
| 1Y | -4.2% | +41.1% | -45.3% | -4.1% |
| 3Y | -1.1% | +63.6% | -64.7% | -0.1% |
| All | -1.1% | +64.7% | -65.8% | -0.1% |
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 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