+62.7%
CVS vs EMB
+36.3%
+26.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +12.0% | -0.4% | +12.4% | +12.2% |
| 30D | +2.8% | +1.5% | +1.2% | +1.8% |
| 3M | -3.6% | -1.6% | -2.0% | -2.8% |
| 6M | -1.6% | -1.5% | -0.1% | -1.0% |
| YTD | +16.3% | -0.1% | +16.3% | +16.1% |
| 1Y | +15.5% | +0.5% | +15.0% | +15.0% |
| 3Y | +48.1% | +30.2% | +17.9% | +26.9% |
| 5Y | +12.3% | +8.6% | +3.7% | +7.7% |
| 10Y | +62.7% | +36.9% | +25.8% | +44.7% |
| All | +62.7% | +36.3% | +26.4% | +44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling