+40.5%
CVS vs ES
+85.1%
-44.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | -1.6% | +1.4% | -3.0% | -2.0% |
| 30D | +0.4% | -1.2% | +1.5% | +0.7% |
| 3M | -0.4% | +5.0% | -5.4% | -2.0% |
| 6M | +25.1% | -2.8% | +28.0% | +25.9% |
| YTD | +23.9% | +8.6% | +15.3% | +20.1% |
| 1Y | +41.1% | +18.9% | +22.1% | +32.4% |
| 3Y | +63.6% | +32.1% | +31.5% | +45.3% |
| 5Y | +31.5% | -5.1% | +36.6% | +30.3% |
| 10Y | +40.5% | +84.2% | -43.7% | +29.2% |
| All | +40.5% | +85.1% | -44.6% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling