+34.2%
CVS vs EWT
+144.9%
-110.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.1% |
| 7D | -2.0% | -1.1% | -0.9% | -1.9% |
| 30D | +1.9% | +4.8% | -2.9% | +1.6% |
| 3M | -2.2% | +11.1% | -13.3% | -3.1% |
| 6M | +26.7% | +54.6% | -27.9% | +21.1% |
| YTD | +22.9% | +71.4% | -48.6% | +15.8% |
| 1Y | +32.9% | +82.1% | -49.2% | +24.3% |
| 3Y | +62.3% | +193.2% | -130.9% | +34.2% |
| 5Y | +34.2% | +146.1% | -111.9% | +13.6% |
| All | +34.2% | +144.9% | -110.6% | +13.6% |
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 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