+60.4%
CVS vs EW
+254.3%
-193.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | +6.6% | +4.9% | +1.7% | +5.6% |
| 30D | -0.4% | +23.9% | -24.4% | -4.6% |
| 3M | -5.3% | +15.8% | -21.0% | -8.1% |
| 6M | -7.7% | +31.7% | -39.4% | -12.9% |
| YTD | +16.0% | +25.7% | -9.6% | +10.3% |
| 1Y | +16.2% | +24.4% | -8.2% | +10.6% |
| 3Y | +47.6% | +65.9% | -18.3% | +27.6% |
| 5Y | +12.3% | -7.6% | +20.0% | +9.4% |
| All | +60.4% | +254.3% | -193.9% | +20.2% |
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