+41.9%
CVS vs EW
+121.7%
-79.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -1.9% | -5.1% | +3.2% | -1.0% |
| 30D | -0.3% | -6.4% | +6.1% | +0.9% |
| 3M | -1.1% | -1.6% | +0.4% | -1.0% |
| 6M | +23.7% | +2.3% | +21.4% | +22.6% |
| YTD | +23.0% | +1.1% | +21.9% | +22.1% |
| 1Y | +37.2% | +8.0% | +29.2% | +34.2% |
| 3Y | +62.4% | +16.3% | +46.1% | +51.9% |
| 5Y | +31.8% | -29.4% | +61.2% | +35.4% |
| 10Y | +41.9% | +125.6% | -83.7% | +13.8% |
| All | +41.9% | +121.7% | -79.8% | +13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling