+34.2%
CVS vs ETR
+123.0%
-88.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.3% |
| 7D | -2.0% | -1.9% | -0.1% | -1.4% |
| 30D | +1.9% | -0.2% | +2.1% | +2.0% |
| 3M | -2.2% | -3.7% | +1.5% | -1.2% |
| 6M | +26.7% | +2.1% | +24.6% | +25.3% |
| YTD | +22.9% | +16.5% | +6.4% | +16.3% |
| 1Y | +32.9% | +22.5% | +10.4% | +23.5% |
| 3Y | +62.3% | +144.7% | -82.4% | +14.2% |
| 5Y | +34.2% | +125.2% | -91.0% | -3.5% |
| All | +34.2% | +123.0% | -88.8% | -3.5% |
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