+757.2%
CVS vs EWT
+594.1%
+163.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.3% | -1.0% |
| 7D | +4.0% | +4.0% | 0.0% | +2.8% |
| 30D | -2.4% | +10.3% | -12.7% | -5.1% |
| 3M | +2.7% | +6.1% | -3.4% | +0.1% |
| 6M | +21.9% | +56.6% | -34.8% | +5.7% |
| YTD | +24.7% | +76.6% | -51.8% | +4.2% |
| 1Y | +35.4% | +97.9% | -62.4% | +9.1% |
| 3Y | +65.2% | +198.0% | -132.8% | +15.0% |
| 5Y | +30.5% | +151.8% | -121.2% | -5.1% |
| 10Y | +40.4% | +514.1% | -473.8% | -23.2% |
| All | +757.2% | +594.1% | +163.1% | +267.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling