+1,878.9%
CVS vs ETN
+20,265.8%
-18,386.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | -1.9% | +6.2% | -8.1% | -3.5% |
| 30D | -0.3% | -6.7% | +6.4% | +1.3% |
| 3M | -1.1% | +3.6% | -4.7% | -3.2% |
| 6M | +23.7% | +18.3% | +5.4% | +16.0% |
| YTD | +23.0% | +31.5% | -8.5% | +11.5% |
| 1Y | +37.2% | +20.6% | +16.6% | +26.8% |
| 3Y | +62.4% | +82.5% | -20.1% | +28.1% |
| 5Y | +31.8% | +177.8% | -146.0% | -9.8% |
| 10Y | +41.9% | +705.0% | -663.1% | -30.9% |
| All | +1,878.9% | +20,265.8% | -18,386.8% | +270.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling