+35.4%
CVS vs EXC
+2.6%
+32.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | 0.0% |
| 7D | +4.0% | -0.7% | +4.6% | +4.1% |
| 30D | -2.4% | -4.6% | +2.2% | -1.4% |
| 3M | +2.7% | -2.2% | +4.9% | +3.3% |
| 6M | +21.9% | -10.6% | +32.4% | +25.7% |
| YTD | +24.7% | +1.9% | +22.8% | +23.5% |
| 1Y | +35.4% | +3.4% | +32.0% | +29.5% |
| All | +35.4% | +2.6% | +32.9% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling