+13.0%
CVS vs EWT
+118.2%
-105.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +6.6% | +9.1% | -2.6% | +6.1% |
| 30D | -0.4% | -12.2% | +11.8% | 0.0% |
| 3M | -5.3% | -9.4% | +4.2% | -5.0% |
| 6M | -7.7% | +2.7% | -10.4% | -8.7% |
| YTD | +16.0% | +53.3% | -37.2% | +10.1% |
| 1Y | +16.2% | +59.2% | -43.0% | +9.8% |
| 3Y | +47.6% | +157.1% | -109.5% | +23.9% |
| All | +13.0% | +118.2% | -105.2% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling