+31.8%
CVS vs ESI
+74.4%
-42.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -1.9% | +3.9% | -5.8% | -2.4% |
| 30D | -0.3% | -3.8% | +3.5% | +0.1% |
| 3M | -1.1% | -13.1% | +12.0% | +0.4% |
| 6M | +23.7% | +11.3% | +12.4% | +19.8% |
| YTD | +23.0% | +44.1% | -21.1% | +13.3% |
| 1Y | +37.2% | +40.3% | -3.2% | +26.6% |
| 3Y | +62.4% | +84.1% | -21.6% | +39.5% |
| 5Y | +31.8% | +75.8% | -44.0% | +10.7% |
| All | +31.8% | +74.4% | -42.6% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling