+30.8%
CVS vs EW
+7.8%
+23.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.6% |
| 7D | -2.2% | -6.2% | +4.0% | -2.1% |
| 30D | -0.1% | -9.3% | +9.3% | +0.1% |
| 3M | -5.2% | -1.6% | -3.6% | -5.2% |
| 6M | +26.9% | -0.8% | +27.7% | +27.2% |
| YTD | +22.1% | -1.0% | +23.1% | +22.1% |
| 1Y | +30.8% | +8.2% | +22.6% | +30.5% |
| All | +30.8% | +7.8% | +23.0% | +30.5% |
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 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