+109.1%
CVS vs ESI
+200.4%
-91.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.6% |
| 7D | +10.4% | +8.3% | +2.1% | +9.0% |
| 30D | +3.3% | -10.4% | +13.7% | +4.9% |
| 3M | -4.5% | -13.2% | +8.6% | -2.8% |
| 6M | -4.4% | -23.9% | +19.5% | -1.2% |
| YTD | +16.6% | +34.2% | -17.6% | +8.7% |
| 1Y | +15.3% | +22.2% | -6.9% | +9.1% |
| 3Y | +48.6% | +79.2% | -30.7% | +29.4% |
| 5Y | +12.9% | +38.1% | -25.3% | +1.3% |
| 10Y | +63.2% | +323.6% | -260.4% | +19.2% |
| All | +109.1% | +200.4% | -91.3% | +67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling