+41.0%
CVS vs EMB
+30.4%
+10.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.3% |
| 7D | -2.0% | -1.1% | -0.9% | -1.4% |
| 30D | +1.9% | -1.1% | +3.0% | +2.5% |
| 3M | -2.2% | -0.8% | -1.4% | -1.8% |
| 6M | +26.7% | -0.1% | +26.8% | +26.6% |
| YTD | +22.9% | +0.4% | +22.4% | +22.5% |
| 1Y | +32.9% | +3.3% | +29.6% | +30.5% |
| 3Y | +62.3% | +29.0% | +33.2% | +40.8% |
| 5Y | +34.2% | +6.3% | +27.9% | +30.5% |
| All | +41.0% | +30.4% | +10.5% | +25.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling