+41.0%
CVS vs EIX
+21.5%
+19.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | -2.0% | +0.8% | -2.8% | -2.2% |
| 30D | +1.9% | -18.8% | +20.7% | +5.8% |
| 3M | -2.2% | -19.7% | +17.5% | +1.7% |
| 6M | +26.7% | -18.2% | +45.0% | +31.0% |
| YTD | +22.9% | -1.7% | +24.6% | +20.8% |
| 1Y | +32.9% | +7.8% | +25.2% | +27.3% |
| 3Y | +62.3% | -5.6% | +67.9% | +57.2% |
| 5Y | +34.2% | +23.7% | +10.6% | +19.1% |
| All | +41.0% | +21.5% | +19.5% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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