+13.2%
CVS vs EMB
+6.8%
+6.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.6% |
| 7D | -2.6% | +0.5% | -3.1% | -2.9% |
| 30D | +4.0% | +0.9% | +3.2% | +3.6% |
| 3M | -6.3% | -2.1% | -4.2% | -5.5% |
| 6M | -0.4% | -2.2% | +1.8% | +0.4% |
| YTD | +15.6% | -0.6% | +16.2% | +15.7% |
| 1Y | +18.3% | +0.2% | +18.1% | +18.0% |
| 3Y | +47.3% | +29.5% | +17.7% | +31.8% |
| 5Y | +13.2% | +8.0% | +5.2% | +5.2% |
| All | +13.2% | +6.8% | +6.4% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling