+5.6%
CVS vs EMB
+0.7%
+4.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +1.0% | -13.5% | -12.5% |
| 7D | -11.1% | +0.7% | -11.8% | -11.0% |
| 30D | -7.4% | +2.3% | -9.8% | -7.9% |
| 3M | -22.9% | -2.5% | -20.4% | -21.9% |
| 6M | -1.2% | -1.1% | -0.1% | -0.7% |
| YTD | +3.9% | -0.6% | +4.4% | +4.5% |
| 1Y | +5.6% | +0.6% | +4.9% | +4.6% |
| All | +5.6% | +0.7% | +4.9% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling