+35.4%
CVS vs EL
+14.8%
+20.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.4% | -0.4% |
| 7D | +4.0% | +0.8% | +3.2% | +4.0% |
| 30D | -2.4% | +19.8% | -22.2% | -2.0% |
| 3M | +2.7% | +25.7% | -23.1% | +3.2% |
| 6M | +21.9% | +5.4% | +16.4% | +22.0% |
| YTD | +24.7% | +0.2% | +24.5% | +23.7% |
| 1Y | +35.4% | +20.4% | +15.0% | +34.8% |
| All | +35.4% | +14.8% | +20.7% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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