+1,907.2%
CVS vs EXC
+2,353.7%
-446.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | +4.0% | +0.3% | +3.7% | +3.9% |
| 30D | -2.4% | -3.7% | +1.3% | -1.4% |
| 3M | +2.7% | -1.3% | +3.9% | +2.9% |
| 6M | +21.9% | -9.7% | +31.6% | +25.1% |
| YTD | +24.7% | +2.9% | +21.9% | +23.3% |
| 1Y | +35.4% | +4.4% | +31.1% | +33.2% |
| 3Y | +65.2% | +22.2% | +43.0% | +54.0% |
| 5Y | +30.5% | +46.7% | -16.2% | +14.9% |
| 10Y | +40.4% | +155.3% | -115.0% | +4.0% |
| All | +1,907.2% | +2,353.7% | -446.6% | +702.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling