+1,907.2%
CVS vs EAT
+11,644.8%
-9,737.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +4.0% | 0.0% | +3.9% | +4.0% |
| 30D | -2.4% | +1.9% | -4.3% | -2.8% |
| 3M | +2.7% | +68.7% | -66.0% | -5.3% |
| 6M | +21.9% | +66.9% | -45.0% | +11.8% |
| YTD | +24.7% | +60.4% | -35.7% | +14.9% |
| 1Y | +35.4% | +44.0% | -8.5% | +26.2% |
| 3Y | +65.2% | +604.7% | -539.5% | +17.0% |
| 5Y | +30.5% | +347.0% | -316.5% | -4.7% |
| 10Y | +40.4% | +390.8% | -350.4% | -10.4% |
| All | +1,907.2% | +11,644.8% | -9,737.6% | +424.9% |
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