-1.6%
CVS vs EW
+32.7%
-34.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.2% | +0.7% |
| 7D | +12.0% | +6.5% | +5.5% | +12.6% |
| 30D | +2.8% | +22.5% | -19.7% | +3.4% |
| 3M | -3.6% | +13.0% | -16.5% | -3.2% |
| 6M | -1.6% | +37.1% | -38.7% | -1.3% |
| All | -1.6% | +32.7% | -34.3% | -1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling