+53.3%
CVS vs EXE
+182.2%
-128.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | -2.2% | -3.1% | +1.0% | -1.7% |
| 30D | -0.1% | -0.9% | +0.9% | +0.1% |
| 3M | -5.2% | +9.6% | -14.8% | -6.5% |
| 6M | +26.9% | -11.6% | +38.5% | +28.8% |
| YTD | +22.1% | -12.6% | +34.6% | +24.0% |
| 1Y | +30.8% | +1.2% | +29.6% | +29.8% |
| 3Y | +54.4% | +18.0% | +36.4% | +48.5% |
| 5Y | +33.4% | +101.1% | -67.7% | +17.4% |
| All | +53.3% | +182.2% | -128.9% | +30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling