+41.0%
CVS vs ESI
+310.7%
-269.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.8% |
| 7D | -2.0% | -2.3% | +0.4% | -1.5% |
| 30D | +1.9% | -9.0% | +11.0% | +3.7% |
| 3M | -2.2% | -13.3% | +11.1% | -0.1% |
| 6M | +26.7% | +5.3% | +21.4% | +23.0% |
| YTD | +22.9% | +37.6% | -14.7% | +11.7% |
| 1Y | +32.9% | +33.6% | -0.7% | +21.2% |
| 3Y | +62.3% | +75.8% | -13.5% | +35.3% |
| 5Y | +34.2% | +68.6% | -34.3% | +10.5% |
| All | +41.0% | +310.7% | -269.7% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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