+1,760.0%
CVS vs ED
+2,476.3%
-716.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.7% | +4.1% |
| 7D | -2.6% | +2.1% | -4.7% | -3.5% |
| 30D | +4.0% | +12.4% | -8.4% | -0.5% |
| 3M | -6.3% | +13.1% | -19.4% | -10.6% |
| 6M | -0.4% | +14.1% | -14.5% | -5.4% |
| YTD | +15.6% | +23.1% | -7.5% | +6.6% |
| 1Y | +18.3% | +25.4% | -7.1% | +8.3% |
| 3Y | +47.3% | +47.9% | -0.6% | +25.7% |
| 5Y | +13.2% | +81.9% | -68.7% | -10.8% |
| 10Y | +57.2% | +141.3% | -84.1% | +9.9% |
| All | +1,760.0% | +2,476.3% | -716.2% | +489.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling