+33.1%
CVS vs ETN
+174.5%
-141.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | -2.0% | +3.0% | -5.0% | -2.3% |
| 30D | +1.9% | -10.9% | +12.8% | +3.3% |
| 3M | -2.2% | +9.2% | -11.4% | -3.9% |
| 6M | +26.7% | +13.9% | +12.8% | +23.3% |
| YTD | +22.9% | +29.5% | -6.7% | +16.9% |
| 1Y | +32.9% | +14.2% | +18.7% | +28.7% |
| 3Y | +62.3% | +79.9% | -17.6% | +36.2% |
| All | +33.1% | +174.5% | -141.4% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling