+2.3%
CVS vs CEG
+651.0%
-648.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.5% |
| 7D | +12.0% | +11.8% | +0.1% | +11.4% |
| 30D | +2.8% | -6.5% | +9.3% | +2.9% |
| 3M | -3.6% | -1.2% | -2.4% | -3.7% |
| 6M | -1.6% | -8.0% | +6.4% | -1.5% |
| YTD | +16.3% | -21.9% | +38.2% | +17.2% |
| 1Y | +15.5% | -21.4% | +37.0% | +16.4% |
| 3Y | +48.1% | +130.0% | -81.9% | +31.1% |
| All | +2.3% | +651.0% | -648.8% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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