+2,333.2%
CVS vs EME
+62,686.5%
-60,353.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.2% |
| 7D | -1.6% | +5.2% | -6.7% | -2.5% |
| 30D | +0.4% | -5.4% | +5.7% | +1.3% |
| 3M | -0.4% | -6.1% | +5.7% | 0.0% |
| 6M | +25.1% | +9.7% | +15.5% | +21.4% |
| YTD | +23.9% | +26.6% | -2.7% | +16.4% |
| 1Y | +41.1% | +24.6% | +16.4% | +32.2% |
| 3Y | +63.6% | +249.6% | -186.0% | +20.1% |
| 5Y | +31.5% | +556.6% | -525.0% | -16.5% |
| 10Y | +40.5% | +1,286.6% | -1,246.1% | -25.5% |
| All | +2,333.2% | +62,686.5% | -60,353.3% | +803.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling