+107.2%
CVS vs ESI
+195.2%
-88.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.5% |
| 7D | -2.6% | -6.6% | +4.0% | -1.6% |
| 30D | +4.0% | -9.8% | +13.9% | +5.5% |
| 3M | -6.3% | -11.9% | +5.6% | -4.8% |
| 6M | -0.4% | -25.1% | +24.7% | +3.2% |
| YTD | +15.6% | +31.9% | -16.3% | +8.0% |
| 1Y | +18.3% | +19.2% | -0.9% | +12.4% |
| 3Y | +47.3% | +76.2% | -28.9% | +28.6% |
| 5Y | +13.2% | +39.4% | -26.2% | +1.4% |
| 10Y | +57.2% | +304.9% | -247.7% | +15.5% |
| All | +107.2% | +195.2% | -88.0% | +66.0% |
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