+47.6%
CVS vs EWT
+157.5%
-109.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +6.6% | +9.1% | -2.6% | +7.1% |
| 30D | -0.4% | -12.2% | +11.8% | -1.3% |
| 3M | -5.3% | -9.4% | +4.2% | -5.8% |
| 6M | -7.7% | +2.7% | -10.4% | -7.8% |
| YTD | +16.0% | +53.3% | -37.2% | +17.9% |
| 1Y | +16.2% | +59.2% | -43.0% | +18.3% |
| 3Y | +47.6% | +157.1% | -109.5% | +55.4% |
| All | +47.6% | +157.5% | -109.9% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling