+40.0%
CVS vs ETN
+730.7%
-690.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.0% | -4.6% | -1.6% |
| 7D | -2.2% | +3.5% | -5.7% | -3.0% |
| 30D | -0.1% | -7.5% | +7.5% | +1.7% |
| 3M | -5.2% | +8.3% | -13.5% | -8.1% |
| 6M | +26.9% | +20.2% | +6.7% | +18.8% |
| YTD | +22.1% | +34.7% | -12.6% | +10.1% |
| 1Y | +30.8% | +19.4% | +11.3% | +21.5% |
| 3Y | +54.4% | +85.5% | -31.1% | +18.1% |
| 5Y | +33.4% | +186.6% | -153.2% | -15.5% |
| All | +40.0% | +730.7% | -690.7% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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