+8.6%
CVS vs EW
-12.2%
+20.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +1.4% |
| 7D | -3.7% | +12.3% | -16.0% | -5.0% |
| 30D | -0.3% | +22.9% | -23.2% | -2.8% |
| 3M | -10.3% | +16.7% | -27.0% | -12.0% |
| 6M | -4.6% | +31.0% | -35.5% | -7.8% |
| YTD | +10.7% | +22.8% | -12.1% | +7.7% |
| 1Y | +11.2% | +25.6% | -14.3% | +7.8% |
| 3Y | +43.0% | +62.0% | -18.9% | +30.5% |
| 5Y | +8.6% | -12.8% | +21.4% | +8.9% |
| All | +8.6% | -12.2% | +20.8% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling