+1,152.9%
CVS vs ELV
+2,409.5%
-1,256.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.2% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | +0.4% | +2.0% | -1.6% | -0.3% |
| 3M | -0.4% | -3.5% | +3.1% | +0.3% |
| 6M | +25.1% | +40.2% | -15.1% | +10.9% |
| YTD | +23.9% | +15.8% | +8.0% | +17.2% |
| 1Y | +41.1% | +33.2% | +7.9% | +27.0% |
| 3Y | +63.6% | -6.2% | +69.9% | +63.8% |
| 5Y | +31.5% | +16.4% | +15.1% | +22.6% |
| 10Y | +40.5% | +259.8% | -219.3% | -7.3% |
| All | +1,152.9% | +2,409.5% | -1,256.6% | +458.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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