+1,907.2%
CVS vs EIX
+1,083.9%
+823.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | +4.0% | -19.1% | +23.1% | +7.4% |
| 30D | -2.4% | -16.9% | +14.5% | +0.2% |
| 3M | +2.7% | -20.0% | +22.7% | +6.2% |
| 6M | +21.9% | -21.3% | +43.2% | +26.3% |
| YTD | +24.7% | -1.7% | +26.5% | +23.5% |
| 1Y | +35.4% | +9.6% | +25.9% | +31.1% |
| 3Y | +65.2% | -3.7% | +68.9% | +61.4% |
| 5Y | +30.5% | +22.6% | +7.9% | +21.0% |
| 10Y | +40.4% | +17.7% | +22.7% | +27.5% |
| All | +1,907.2% | +1,083.9% | +823.2% | +991.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling