+9.7%
CVS vs CEG
+717.3%
-707.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -0.7% |
| 7D | +4.0% | +8.0% | -4.1% | +3.6% |
| 30D | -2.4% | +12.9% | -15.3% | -2.9% |
| 3M | +2.7% | +13.2% | -10.5% | +2.0% |
| 6M | +21.9% | -7.0% | +28.9% | +22.1% |
| YTD | +24.7% | -15.0% | +39.7% | +25.5% |
| 1Y | +35.4% | -2.7% | +38.2% | +35.0% |
| 3Y | +65.2% | +184.1% | -118.9% | +43.0% |
| All | +9.7% | +717.3% | -707.5% | -11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling