+1,767.1%
CVS vs EAT
+10,017.9%
-8,250.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | +6.6% | -4.0% | +10.5% | +7.1% |
| 30D | -0.4% | -2.9% | +2.5% | -0.5% |
| 3M | -5.3% | -16.9% | +11.6% | -3.4% |
| 6M | -7.7% | +57.0% | -64.7% | -14.6% |
| YTD | +16.0% | +38.2% | -22.1% | +8.5% |
| 1Y | +16.2% | +69.3% | -53.1% | +5.3% |
| 3Y | +47.6% | +483.0% | -435.4% | +7.0% |
| 5Y | +12.3% | +364.1% | -351.8% | -18.9% |
| 10Y | +62.4% | +320.8% | -258.4% | +5.5% |
| All | +1,767.1% | +10,017.9% | -8,250.8% | +395.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling