+454.5%
V vs CVS
+57.7%
+396.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -0.9% |
| 7D | +0.6% | -2.6% | +3.2% | +0.9% |
| 30D | +9.7% | +4.0% | +5.7% | +8.1% |
| 3M | +17.3% | -6.3% | +23.6% | +18.5% |
| 6M | +33.2% | -0.4% | +33.6% | +32.0% |
| YTD | +21.3% | +15.6% | +5.7% | +14.6% |
| 1Y | +27.3% | +18.3% | +9.0% | +19.4% |
| 3Y | +76.1% | +47.3% | +28.8% | +50.2% |
| 5Y | +103.5% | +13.2% | +90.3% | +87.8% |
| 10Y | +454.5% | +57.2% | +397.3% | +328.8% |
| All | +454.5% | +57.7% | +396.8% | +328.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling