+34.2%
CVS vs EME
+540.8%
-506.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -2.0% | +0.9% | -2.9% | -2.1% |
| 30D | +1.9% | -8.4% | +10.3% | +2.7% |
| 3M | -2.2% | -3.6% | +1.4% | -2.1% |
| 6M | +26.7% | +3.6% | +23.2% | +25.4% |
| YTD | +22.9% | +22.5% | +0.4% | +19.0% |
| 1Y | +32.9% | +18.2% | +14.7% | +29.2% |
| 3Y | +62.3% | +238.4% | -176.1% | +30.0% |
| 5Y | +34.2% | +550.5% | -516.3% | -13.4% |
| All | +34.2% | +540.8% | -506.6% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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