+33.0%
CVS vs EIX
+11.1%
+22.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.5% |
| 7D | -1.9% | +4.1% | -6.0% | -2.2% |
| 30D | -0.3% | -15.3% | +15.0% | 0.0% |
| 3M | -1.1% | -18.4% | +17.3% | 0.0% |
| 6M | +23.7% | -16.8% | +40.5% | +25.2% |
| YTD | +23.0% | -0.6% | +23.5% | +22.8% |
| All | +33.0% | +11.1% | +22.0% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling