+61.2%
CVS vs EL
+60.4%
+0.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | +10.4% | +2.7% | +7.7% | +9.9% |
| 30D | +3.3% | +10.8% | -7.5% | +1.4% |
| 3M | -4.5% | +26.5% | -31.0% | -8.7% |
| 6M | -4.4% | +31.1% | -35.5% | -9.5% |
| YTD | +16.6% | +6.6% | +10.0% | +13.0% |
| 1Y | +15.3% | +21.8% | -6.5% | +8.6% |
| 3Y | +48.6% | +1.8% | +46.8% | +40.9% |
| 5Y | +12.9% | -65.6% | +78.5% | +39.4% |
| All | +61.2% | +60.4% | +0.8% | +42.6% |
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