+13.0%
CVS vs ETR
+157.6%
-144.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.6% |
| 3M | -5.3% | +4.6% | -9.9% | -6.7% |
| 6M | -7.7% | +0.1% | -7.8% | -8.0% |
| YTD | +16.0% | +23.2% | -7.1% | +7.6% |
| 1Y | +16.2% | +20.6% | -4.4% | +8.5% |
| 3Y | +47.6% | +156.3% | -108.7% | +0.7% |
| All | +13.0% | +157.6% | -144.6% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling