+808.6%
CVS vs EW
+6,974.1%
-6,165.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +4.0% | -0.3% | +4.3% | +4.0% |
| 30D | -2.4% | +1.0% | -3.4% | -2.6% |
| 3M | +2.7% | +2.8% | -0.1% | +2.0% |
| 6M | +21.9% | +5.5% | +16.4% | +20.3% |
| YTD | +24.7% | +5.5% | +19.3% | +23.1% |
| 1Y | +35.4% | +11.0% | +24.4% | +32.3% |
| 3Y | +65.2% | +17.7% | +47.5% | +56.2% |
| 5Y | +30.5% | -25.7% | +56.3% | +31.5% |
| 10Y | +40.4% | +132.8% | -92.4% | +14.0% |
| All | +808.6% | +6,974.1% | -6,165.5% | +378.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling