+8.6%
CVS vs ECL
+40.6%
-32.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.2% |
| 7D | -3.7% | -0.5% | -3.2% | -3.7% |
| 30D | -0.3% | +8.8% | -9.2% | -2.6% |
| 3M | -10.3% | +7.8% | -18.1% | -12.1% |
| 6M | -4.6% | +21.3% | -25.9% | -9.4% |
| YTD | +10.7% | +17.8% | -7.1% | +5.6% |
| 1Y | +11.2% | +21.1% | -9.8% | +5.3% |
| 3Y | +43.0% | +80.1% | -37.0% | +21.2% |
| 5Y | +8.6% | +40.5% | -31.9% | -5.4% |
| All | +8.6% | +40.6% | -32.0% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling