+697.4%
CVS vs EWT
+502.5%
+194.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +6.6% | +9.1% | -2.6% | +3.9% |
| 30D | -0.4% | -12.2% | +11.8% | +2.6% |
| 3M | -5.3% | -9.4% | +4.2% | -3.5% |
| 6M | -7.7% | +2.7% | -10.4% | -10.1% |
| YTD | +16.0% | +53.3% | -37.2% | 0.0% |
| 1Y | +16.2% | +59.2% | -43.0% | -1.0% |
| 3Y | +47.6% | +157.1% | -109.5% | +6.2% |
| 5Y | +12.3% | +119.6% | -107.3% | -15.8% |
| 10Y | +62.4% | +446.9% | -384.5% | -8.8% |
| All | +697.4% | +502.5% | +194.9% | +252.7% |
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