+43.4%
CVS vs ELF
+317.0%
-273.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.3% | -0.4% |
| 7D | -1.9% | -6.8% | +4.9% | -1.4% |
| 30D | -0.3% | +5.1% | -5.4% | -0.7% |
| 3M | -1.1% | +79.8% | -80.9% | -5.5% |
| 6M | +23.7% | +29.7% | -6.0% | +20.7% |
| YTD | +23.0% | +31.6% | -8.6% | +19.4% |
| 1Y | +37.2% | -27.9% | +65.1% | +38.2% |
| 3Y | +62.4% | -26.4% | +88.9% | +56.6% |
| 5Y | +31.8% | +235.6% | -203.8% | +0.6% |
| All | +43.4% | +317.0% | -273.6% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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