+35.4%
CVS vs EXE
+3.1%
+32.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | +4.0% | -0.3% | +4.2% | +4.0% |
| 30D | -2.4% | +8.5% | -10.9% | -3.2% |
| 3M | +2.7% | +5.5% | -2.8% | +2.2% |
| 6M | +21.9% | -5.9% | +27.8% | +22.8% |
| YTD | +24.7% | -9.7% | +34.5% | +26.7% |
| 1Y | +35.4% | +3.6% | +31.9% | +30.2% |
| All | +35.4% | +3.1% | +32.4% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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