+2,330.9%
CVS vs EL
+1,685.7%
+645.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.4% | -1.1% |
| 7D | +4.0% | +0.8% | +3.2% | +3.7% |
| 30D | -2.4% | +19.8% | -22.2% | -6.6% |
| 3M | +2.7% | +25.7% | -23.1% | -3.0% |
| 6M | +21.9% | +5.4% | +16.4% | +18.6% |
| YTD | +24.7% | +0.2% | +24.5% | +21.5% |
| 1Y | +35.4% | +20.4% | +15.0% | +25.6% |
| 3Y | +65.2% | -32.1% | +97.3% | +67.5% |
| 5Y | +30.5% | -67.2% | +97.7% | +54.6% |
| 10Y | +40.4% | +31.7% | +8.6% | +12.4% |
| All | +2,330.9% | +1,685.7% | +645.2% | +909.8% |
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