+60.4%
CVS vs ETR
+378.9%
-318.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +6.6% | +1.2% | +5.4% | +6.2% |
| 30D | -0.4% | +7.0% | -7.5% | -2.9% |
| 3M | -5.3% | +4.6% | -9.9% | -6.9% |
| 6M | -7.7% | +0.1% | -7.8% | -8.1% |
| YTD | +16.0% | +23.2% | -7.1% | +6.8% |
| 1Y | +16.2% | +20.6% | -4.4% | +7.7% |
| 3Y | +47.6% | +156.3% | -108.7% | +0.9% |
| 5Y | +12.3% | +159.6% | -147.3% | -24.2% |
| All | +60.4% | +378.9% | -318.5% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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