+61.2%
CVS vs EXC
+201.2%
-140.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +10.4% | -1.9% | +12.3% | +11.1% |
| 30D | +3.3% | +7.8% | -4.5% | +0.3% |
| 3M | -4.5% | +1.9% | -6.4% | -5.4% |
| 6M | -4.4% | +3.4% | -7.7% | -6.0% |
| YTD | +16.6% | +7.6% | +9.0% | +12.6% |
| 1Y | +15.3% | +2.1% | +13.2% | +13.5% |
| 3Y | +48.6% | +29.6% | +19.0% | +31.9% |
| 5Y | +12.9% | +39.5% | -26.6% | -3.8% |
| All | +61.2% | +201.2% | -140.0% | +19.3% |
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