+63.6%
CVS vs EL
-30.9%
+94.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.6% |
| 7D | -1.6% | +1.7% | -3.3% | -1.7% |
| 30D | +0.4% | +15.5% | -15.1% | -0.7% |
| 3M | -0.4% | +20.6% | -21.0% | -1.9% |
| 6M | +25.1% | +10.5% | +14.7% | +24.0% |
| YTD | +23.9% | -1.9% | +25.8% | +23.2% |
| 1Y | +41.1% | +16.1% | +25.0% | +37.4% |
| 3Y | +63.6% | -30.2% | +93.8% | +68.7% |
| All | +63.6% | -30.9% | +94.6% | +68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling