+1,907.2%
CVS vs ES
+1,243.3%
+663.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +4.0% | +0.3% | +3.7% | +3.9% |
| 30D | -2.4% | -2.0% | -0.4% | -1.9% |
| 3M | +2.7% | +1.7% | +1.0% | +2.1% |
| 6M | +21.9% | -3.5% | +25.4% | +22.8% |
| YTD | +24.7% | +7.9% | +16.8% | +21.7% |
| 1Y | +35.4% | +17.2% | +18.3% | +28.9% |
| 3Y | +65.2% | +29.3% | +35.9% | +50.7% |
| 5Y | +30.5% | -5.7% | +36.3% | +29.0% |
| 10Y | +40.4% | +85.2% | -44.8% | +15.1% |
| All | +1,907.2% | +1,243.3% | +663.9% | +931.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling