+40.0%
CVS vs ET
+177.0%
-137.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.5% |
| 7D | -2.2% | +0.2% | -2.4% | -2.2% |
| 30D | -0.1% | +2.9% | -2.9% | -0.6% |
| 3M | -5.2% | +16.8% | -22.0% | -8.0% |
| 6M | +26.9% | +18.9% | +8.0% | +22.7% |
| YTD | +22.1% | +37.7% | -15.6% | +14.8% |
| 1Y | +30.8% | +32.4% | -1.6% | +23.8% |
| 3Y | +54.4% | +99.5% | -45.1% | +34.2% |
| 5Y | +33.4% | +244.0% | -210.6% | +4.1% |
| All | +40.0% | +177.0% | -137.0% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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