+2,152.7%
CVS vs EL
+1,850.3%
+302.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.4% |
| 7D | -2.6% | +7.6% | -10.3% | -4.4% |
| 30D | +4.0% | +15.7% | -11.6% | +0.5% |
| 3M | -6.3% | +30.5% | -36.8% | -12.3% |
| 6M | -0.4% | +32.5% | -32.9% | -7.6% |
| YTD | +15.6% | +9.4% | +6.2% | +10.1% |
| 1Y | +18.3% | +28.4% | -10.0% | +8.3% |
| 3Y | +47.3% | +4.4% | +42.8% | +35.0% |
| 5Y | +13.2% | -64.5% | +77.7% | +31.5% |
| 10Y | +57.2% | +64.9% | -7.7% | +18.9% |
| All | +2,152.7% | +1,850.3% | +302.4% | +814.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling