+63.6%
CVS vs EW
+14.1%
+49.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.4% |
| 7D | -1.6% | -4.4% | +2.9% | -1.2% |
| 30D | +0.4% | -3.3% | +3.7% | +0.7% |
| 3M | -0.4% | +1.0% | -1.4% | -0.6% |
| 6M | +25.1% | +6.2% | +18.9% | +24.0% |
| YTD | +23.9% | +1.7% | +22.2% | +23.4% |
| 1Y | +41.1% | +8.1% | +33.0% | +39.5% |
| 3Y | +63.6% | +17.1% | +46.5% | +52.6% |
| All | +63.6% | +14.1% | +49.5% | +52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling