+131.2%
TLT vs CVS
+1,052.4%
-921.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.1% |
| 7D | -0.4% | +4.0% | -4.4% | 0.0% |
| 30D | -0.6% | -2.4% | +1.8% | -0.8% |
| 3M | -2.7% | +2.7% | -5.4% | -2.4% |
| 6M | -5.6% | +21.9% | -27.5% | -3.4% |
| YTD | -2.8% | +24.7% | -27.5% | -0.1% |
| 1Y | -1.4% | +35.4% | -36.9% | +2.3% |
| 3Y | -1.6% | +65.2% | -66.8% | +5.7% |
| 5Y | -33.8% | +30.5% | -64.4% | -30.4% |
| 10Y | -21.1% | +40.4% | -61.5% | -13.4% |
| All | +131.2% | +1,052.4% | -921.2% | +232.6% |
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