+273.6%
CVS vs EMB
+132.1%
+141.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.0% | 0.0% | +4.0% | +4.0% |
| 30D | -2.4% | -0.3% | -2.1% | -2.3% |
| 3M | +2.7% | -0.4% | +3.1% | +2.8% |
| 6M | +21.9% | +0.1% | +21.8% | +21.7% |
| YTD | +24.7% | +1.6% | +23.2% | +23.9% |
| 1Y | +35.4% | +5.6% | +29.8% | +32.3% |
| 3Y | +65.2% | +29.8% | +35.4% | +47.7% |
| 5Y | +30.5% | +7.3% | +23.3% | +25.8% |
| 10Y | +40.4% | +30.4% | +9.9% | +25.8% |
| All | +273.6% | +132.1% | +141.5% | +167.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling