+63.6%
CVS vs ECL
+58.2%
+5.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.6% | -0.8% | -0.8% | -1.4% |
| 30D | +0.4% | -2.5% | +2.9% | +0.9% |
| 3M | -0.4% | +8.3% | -8.8% | -2.4% |
| 6M | +25.1% | -1.1% | +26.2% | +25.2% |
| YTD | +23.9% | +6.5% | +17.4% | +21.5% |
| 1Y | +41.1% | +2.1% | +39.0% | +39.7% |
| 3Y | +63.6% | +57.6% | +6.0% | +46.6% |
| All | +63.6% | +58.2% | +5.4% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling