+13.5%
CVS vs EAT
+362.2%
-348.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.4% |
| 7D | +10.4% | -7.1% | +17.5% | +10.9% |
| 30D | +3.3% | -2.3% | +5.6% | +3.2% |
| 3M | -4.5% | -19.6% | +15.1% | -3.3% |
| 6M | -4.4% | +46.0% | -50.4% | -7.8% |
| YTD | +16.6% | +37.7% | -21.1% | +12.6% |
| 1Y | +15.3% | +73.8% | -58.5% | +9.2% |
| 3Y | +48.6% | +482.1% | -433.5% | +24.5% |
| All | +13.5% | +362.2% | -348.7% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 5y: compounded portfolio wealth divided by compounded EAT 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…
5y analysis · Full analysis span regression · 6 months rolling