+31.8%
CVS vs EIX
+24.3%
+7.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.1% |
| 7D | -1.9% | +4.1% | -6.0% | -2.6% |
| 30D | -0.3% | -15.3% | +15.0% | +1.6% |
| 3M | -1.1% | -18.4% | +17.3% | +1.6% |
| 6M | +23.7% | -16.8% | +40.5% | +26.4% |
| YTD | +23.0% | -0.6% | +23.5% | +20.6% |
| 1Y | +37.2% | +10.7% | +26.5% | +31.1% |
| 3Y | +62.4% | -4.5% | +66.9% | +55.8% |
| 5Y | +31.8% | +24.0% | +7.8% | +15.0% |
| All | +31.8% | +24.3% | +7.5% | +15.0% |
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