+5.6%
CVS vs EW
+19.7%
-14.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +4.4% | -16.9% | -12.4% |
| 7D | -11.1% | +8.3% | -19.4% | -11.1% |
| 30D | -7.4% | +13.9% | -21.4% | -7.7% |
| 3M | -22.9% | +10.9% | -33.8% | -23.1% |
| 6M | -1.2% | +19.2% | -20.4% | -2.0% |
| YTD | +3.9% | +16.6% | -12.7% | +4.0% |
| 1Y | +5.6% | +18.1% | -12.5% | +5.3% |
| All | +5.6% | +19.7% | -14.1% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling