+1,770.7%
CVS vs EXC
+2,464.5%
-693.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +12.0% | -1.4% | +13.3% | +12.4% |
| 30D | +2.8% | +8.3% | -5.5% | +0.3% |
| 3M | -3.6% | +2.6% | -6.2% | -4.5% |
| 6M | -1.6% | +5.2% | -6.8% | -3.4% |
| YTD | +16.3% | +7.5% | +8.7% | +13.2% |
| 1Y | +15.5% | +3.2% | +12.4% | +13.8% |
| 3Y | +48.1% | +29.5% | +18.6% | +35.7% |
| 5Y | +12.3% | +39.7% | -27.3% | 0.0% |
| 10Y | +62.7% | +200.1% | -137.4% | +15.5% |
| All | +1,770.7% | +2,464.5% | -693.8% | +637.3% |
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 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