+5.7%
CVS vs EXC
+41.2%
-35.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.1% | +3.7% |
| 7D | -7.1% | -1.2% | -5.9% | -6.9% |
| 30D | -4.0% | +10.0% | -13.9% | -7.0% |
| 3M | -12.2% | +1.6% | -13.9% | -12.9% |
| 6M | -2.2% | +3.3% | -5.4% | -3.6% |
| YTD | +8.9% | +7.6% | +1.3% | +5.6% |
| 1Y | +9.9% | +3.5% | +6.4% | +8.0% |
| 3Y | +32.1% | +27.7% | +4.4% | +19.6% |
| All | +5.7% | +41.2% | -35.5% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling