+384.8%
V vs CVS
+40.0%
+344.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -2.9% | -1.9% | -1.0% | -2.4% |
| 30D | +1.9% | -0.3% | +2.2% | +1.9% |
| 3M | +13.2% | -1.1% | +14.4% | +13.2% |
| 6M | +16.7% | +23.7% | -7.0% | +9.8% |
| YTD | +5.4% | +23.0% | -17.6% | -1.3% |
| 1Y | +7.7% | +37.2% | -29.5% | -2.3% |
| 3Y | +52.0% | +62.4% | -10.4% | +27.2% |
| 5Y | +67.7% | +31.8% | +35.9% | +48.6% |
| 10Y | +384.8% | +41.9% | +342.9% | +283.6% |
| All | +384.8% | +40.0% | +344.7% | +283.6% |
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 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