+15.3%
CVS vs EXC
+3.2%
+12.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +10.4% | -1.9% | +12.3% | +10.6% |
| 30D | +3.3% | +7.8% | -4.5% | +1.6% |
| 3M | -4.5% | +1.9% | -6.4% | -5.2% |
| 6M | -4.4% | +3.4% | -7.7% | -5.1% |
| YTD | +16.6% | +7.6% | +9.0% | +14.5% |
| 1Y | +15.3% | +2.1% | +13.2% | +16.4% |
| All | +15.3% | +3.2% | +12.1% | +16.4% |
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