+33.0%
CVS vs EL
+14.3%
+18.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.8% |
| 7D | -1.9% | -2.4% | +0.5% | -2.0% |
| 30D | -0.3% | +13.7% | -14.0% | 0.0% |
| 3M | -1.1% | +14.5% | -15.6% | -0.8% |
| 6M | +23.7% | +7.4% | +16.3% | +24.1% |
| YTD | +23.0% | -4.7% | +27.7% | +21.8% |
| All | +33.0% | +14.3% | +18.8% | +31.9% |
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