+5.7%
CVS vs ES
+1.4%
+4.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.9% | +6.0% | +3.8% |
| 7D | -7.1% | +1.9% | -9.0% | -7.6% |
| 30D | -4.0% | +7.1% | -11.0% | -5.8% |
| 3M | -12.2% | -1.9% | -10.3% | -12.0% |
| 6M | -2.2% | +4.4% | -6.5% | -3.5% |
| YTD | +8.9% | +7.3% | +1.6% | +6.2% |
| 1Y | +9.9% | +2.1% | +7.7% | +8.3% |
| 3Y | +32.1% | +41.8% | -9.8% | +16.1% |
| All | +5.7% | +1.4% | +4.3% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling