+60.4%
CVS vs EXC
+205.3%
-144.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.8% | -1.0% |
| 7D | +6.6% | +1.4% | +5.2% | +6.0% |
| 30D | -0.4% | +8.6% | -9.0% | -3.6% |
| 3M | -5.3% | +2.4% | -7.7% | -6.3% |
| 6M | -7.7% | +6.5% | -14.2% | -10.2% |
| YTD | +16.0% | +9.0% | +7.0% | +11.5% |
| 1Y | +16.2% | +4.6% | +11.6% | +13.4% |
| 3Y | +47.6% | +33.5% | +14.1% | +29.6% |
| 5Y | +12.3% | +41.4% | -29.1% | -4.7% |
| All | +60.4% | +205.3% | -144.9% | +18.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling