+62.7%
CVS vs EW
+242.2%
-179.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.2% | +0.2% |
| 7D | +12.0% | +6.5% | +5.5% | +10.6% |
| 30D | +2.8% | +22.5% | -19.7% | -1.3% |
| 3M | -3.6% | +13.0% | -16.5% | -6.0% |
| 6M | -1.6% | +37.1% | -38.7% | -7.8% |
| YTD | +16.3% | +24.1% | -7.9% | +10.8% |
| 1Y | +15.5% | +24.2% | -8.7% | +10.0% |
| 3Y | +48.1% | +64.8% | -16.7% | +28.3% |
| 5Y | +12.3% | -7.4% | +19.8% | +9.3% |
| 10Y | +62.7% | +248.8% | -186.1% | +22.5% |
| All | +62.7% | +242.2% | -179.5% | +22.5% |
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