+1,681.4%
CVS vs EXC
+2,466.8%
-785.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -3.7% | -1.7% | -2.0% | -3.3% |
| 30D | -0.3% | +9.3% | -9.7% | -3.0% |
| 3M | -10.3% | +1.0% | -11.3% | -10.7% |
| 6M | -4.6% | +5.9% | -10.5% | -6.5% |
| YTD | +10.7% | +7.6% | +3.1% | +7.8% |
| 1Y | +11.2% | +2.4% | +8.8% | +9.8% |
| 3Y | +43.0% | +30.2% | +12.8% | +30.8% |
| 5Y | +8.6% | +41.4% | -32.7% | -3.6% |
| 10Y | +52.0% | +183.8% | -131.8% | +9.4% |
| All | +1,681.4% | +2,466.8% | -785.3% | +602.0% |
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