+41.9%
CVS vs ED
+105.2%
-63.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | -1.9% | -0.2% | -1.7% | -1.8% |
| 30D | -0.3% | +1.9% | -2.3% | -1.0% |
| 3M | -1.1% | +1.9% | -3.0% | -1.9% |
| 6M | +23.7% | -2.3% | +26.0% | +24.5% |
| YTD | +23.0% | +10.9% | +12.1% | +17.8% |
| 1Y | +37.2% | +14.5% | +22.6% | +29.5% |
| 3Y | +62.4% | +33.4% | +29.1% | +42.5% |
| 5Y | +31.8% | +67.3% | -35.5% | +5.0% |
| 10Y | +41.9% | +110.7% | -68.8% | +11.6% |
| All | +41.9% | +105.2% | -63.3% | +11.6% |
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