+52.0%
CVS vs EXPD
+334.2%
-282.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +0.9% |
| 7D | -3.7% | -5.5% | +1.8% | -2.0% |
| 30D | -0.3% | -1.9% | +1.5% | +0.3% |
| 3M | -10.3% | +6.1% | -16.4% | -11.8% |
| 6M | -4.6% | +21.6% | -26.2% | -10.1% |
| YTD | +10.7% | +27.9% | -17.2% | +1.8% |
| 1Y | +11.2% | +39.4% | -28.2% | -0.5% |
| 3Y | +43.0% | +72.7% | -29.6% | +16.3% |
| 5Y | +8.6% | +60.3% | -51.7% | -11.2% |
| 10Y | +52.0% | +332.6% | -280.6% | -17.4% |
| All | +52.0% | +334.2% | -282.2% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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