+55.6%
CVS vs EWT
+200.7%
-145.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -1.9% | +2.1% | -4.0% | -1.8% |
| 30D | -0.3% | +9.4% | -9.7% | +0.1% |
| 3M | -1.1% | +10.9% | -12.0% | -0.7% |
| 6M | +23.7% | +57.9% | -34.2% | +25.4% |
| YTD | +23.0% | +75.9% | -52.9% | +25.0% |
| 1Y | +37.2% | +89.7% | -52.5% | +39.7% |
| All | +55.6% | +200.7% | -145.1% | +49.4% |
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