+33.1%
CVS vs ET
+244.6%
-211.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -2.0% | +1.4% | -3.3% | -2.3% |
| 30D | +1.9% | +4.6% | -2.7% | +0.9% |
| 3M | -2.2% | +16.0% | -18.2% | -5.4% |
| 6M | +26.7% | +22.8% | +3.9% | +20.8% |
| YTD | +22.9% | +38.9% | -16.0% | +14.0% |
| 1Y | +32.9% | +34.1% | -1.2% | +24.1% |
| 3Y | +62.3% | +98.8% | -36.5% | +35.7% |
| All | +33.1% | +244.6% | -211.5% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling