+32.9%
CVS vs EMR
+13.6%
+19.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | -2.0% | -1.2% | -0.7% | -1.9% |
| 30D | +1.9% | -9.4% | +11.3% | +2.9% |
| 3M | -2.2% | +8.6% | -10.8% | -3.4% |
| 6M | +26.7% | +6.7% | +20.0% | +24.6% |
| YTD | +22.9% | +13.1% | +9.8% | +18.6% |
| 1Y | +32.9% | +12.7% | +20.2% | +28.1% |
| All | +32.9% | +13.6% | +19.3% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling