+13.2%
CVS vs EIX
+18.4%
-5.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.4% |
| 7D | -2.6% | +1.0% | -3.6% | -2.9% |
| 30D | +4.0% | +8.9% | -4.8% | +2.4% |
| 3M | -6.3% | -9.8% | +3.5% | -5.7% |
| 6M | -0.4% | -10.2% | +9.8% | +0.2% |
| YTD | +15.6% | +5.9% | +9.7% | +11.9% |
| 1Y | +18.3% | +10.9% | +7.4% | +13.3% |
| 3Y | +47.3% | +10.2% | +37.1% | +35.4% |
| 5Y | +13.2% | +17.0% | -3.9% | +0.8% |
| All | +13.2% | +18.4% | -5.2% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling