+40.0%
CVS vs EWT
+523.5%
-483.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.1% |
| 7D | -2.2% | -1.1% | -1.0% | -1.9% |
| 30D | -0.1% | +4.5% | -4.5% | -1.2% |
| 3M | -5.2% | +8.3% | -13.5% | -7.6% |
| 6M | +26.9% | +54.2% | -27.3% | +11.2% |
| YTD | +22.1% | +74.6% | -52.5% | +2.8% |
| 1Y | +30.8% | +84.9% | -54.1% | +7.9% |
| 3Y | +54.4% | +197.5% | -143.1% | +3.7% |
| 5Y | +33.4% | +150.6% | -117.2% | -4.6% |
| All | +40.0% | +523.5% | -483.5% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 10y: compounded portfolio wealth divided by compounded EWT 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…
10y analysis · Full analysis span regression · 6 months rolling