+5.6%
CVS vs ECL
+23.8%
-18.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +3.4% | -15.9% | -12.7% |
| 7D | -11.1% | +7.7% | -18.8% | -11.9% |
| 30D | -7.4% | +13.7% | -21.1% | -9.1% |
| 3M | -22.9% | +11.6% | -34.4% | -24.1% |
| 6M | -1.2% | +23.9% | -25.1% | -4.4% |
| YTD | +3.9% | +21.0% | -17.1% | -0.9% |
| 1Y | +5.6% | +23.1% | -17.6% | -0.1% |
| All | +5.6% | +23.8% | -18.2% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling