+249.2%
CVS vs EMB
+126.5%
+122.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +10.4% | -0.7% | +11.1% | +10.7% |
| 30D | +3.3% | +0.5% | +2.8% | +3.0% |
| 3M | -4.5% | -2.5% | -2.1% | -3.6% |
| 6M | -4.4% | -2.0% | -2.3% | -3.7% |
| YTD | +16.6% | -0.9% | +17.5% | +16.9% |
| 1Y | +15.3% | -0.3% | +15.6% | +15.3% |
| 3Y | +48.6% | +29.2% | +19.4% | +33.0% |
| 5Y | +12.9% | +7.4% | +5.4% | +8.6% |
| 10Y | +63.2% | +35.8% | +27.4% | +44.8% |
| All | +249.2% | +126.5% | +122.7% | +152.6% |
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 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