+31.8%
CVS vs EL
-68.4%
+100.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.5% |
| 7D | -1.9% | -2.4% | +0.5% | -1.7% |
| 30D | -0.3% | +13.7% | -14.0% | -1.6% |
| 3M | -1.1% | +14.5% | -15.6% | -2.6% |
| 6M | +23.7% | +7.4% | +16.3% | +22.3% |
| YTD | +23.0% | -4.7% | +27.7% | +22.4% |
| 1Y | +37.2% | +12.9% | +24.2% | +33.3% |
| 3Y | +62.4% | -32.2% | +94.7% | +67.4% |
| 5Y | +31.8% | -68.4% | +100.2% | +48.6% |
| All | +31.8% | -68.4% | +100.2% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling