+41.0%
CVS vs EL
+25.3%
+15.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.3% |
| 7D | -2.0% | -4.4% | +2.4% | -1.3% |
| 30D | +1.9% | +10.3% | -8.4% | -0.1% |
| 3M | -2.2% | +13.4% | -15.5% | -4.7% |
| 6M | +26.7% | +3.1% | +23.7% | +24.8% |
| YTD | +22.9% | -6.9% | +29.8% | +22.1% |
| 1Y | +32.9% | +11.9% | +21.0% | +26.6% |
| 3Y | +62.3% | -33.8% | +96.1% | +68.7% |
| 5Y | +34.2% | -69.0% | +103.2% | +67.4% |
| All | +41.0% | +25.3% | +15.7% | +25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling