+62.7%
CVS vs ED
+141.1%
-78.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | +12.0% | -0.9% | +12.9% | +12.3% |
| 30D | +2.8% | +11.2% | -8.4% | -1.6% |
| 3M | -3.6% | +11.8% | -15.4% | -7.9% |
| 6M | -1.6% | +14.1% | -15.7% | -6.9% |
| YTD | +16.3% | +23.0% | -6.7% | +6.5% |
| 1Y | +15.5% | +23.7% | -8.1% | +5.6% |
| 3Y | +48.1% | +47.7% | +0.4% | +24.1% |
| 5Y | +12.3% | +82.6% | -70.3% | -14.4% |
| 10Y | +62.7% | +141.8% | -79.1% | +20.4% |
| All | +62.7% | +141.1% | -78.4% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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