+2,161.3%
CVS vs EL
+1,821.4%
+339.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | +6.6% | +1.5% | +5.0% | +6.2% |
| 30D | -0.4% | +10.0% | -10.4% | -2.8% |
| 3M | -5.3% | +28.4% | -33.7% | -11.1% |
| 6M | -7.7% | +37.1% | -44.8% | -15.0% |
| YTD | +16.0% | +7.8% | +8.2% | +10.8% |
| 1Y | +16.2% | +26.0% | -9.8% | +6.8% |
| 3Y | +47.6% | +3.8% | +43.7% | +35.4% |
| 5Y | +12.3% | -65.2% | +77.5% | +31.1% |
| 10Y | +62.4% | +62.1% | +0.2% | +23.3% |
| All | +2,161.3% | +1,821.4% | +339.9% | +820.8% |
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