+62.7%
CVS vs ECL
+196.0%
-133.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | +12.0% | -2.3% | +14.2% | +12.8% |
| 30D | +2.8% | +8.3% | -5.5% | -0.4% |
| 3M | -3.6% | +8.4% | -12.0% | -6.7% |
| 6M | -1.6% | +23.3% | -24.9% | -9.3% |
| YTD | +16.3% | +18.2% | -2.0% | +8.4% |
| 1Y | +15.5% | +18.8% | -3.2% | +7.5% |
| 3Y | +48.1% | +78.5% | -30.4% | +16.6% |
| 5Y | +12.3% | +40.1% | -27.8% | -4.1% |
| 10Y | +62.7% | +196.5% | -133.8% | +6.0% |
| All | +62.7% | +196.0% | -133.4% | +6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling