+31.5%
CVS vs ED
+71.7%
-40.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | -1.6% | +0.5% | -2.1% | -1.8% |
| 30D | +0.4% | +1.1% | -0.7% | 0.0% |
| 3M | -0.4% | +4.6% | -5.1% | -2.1% |
| 6M | +25.1% | -2.0% | +27.1% | +25.8% |
| YTD | +23.9% | +11.7% | +12.2% | +18.7% |
| 1Y | +41.1% | +15.7% | +25.3% | +33.1% |
| 3Y | +63.6% | +34.4% | +29.3% | +42.9% |
| 5Y | +31.5% | +67.3% | -35.8% | +5.8% |
| All | +31.5% | +71.7% | -40.2% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling