+1,652.2%
CVS vs EXPD
+30,172.0%
-28,519.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.4% | +3.5% |
| 7D | -7.1% | -7.2% | +0.1% | -5.8% |
| 30D | -4.0% | -3.3% | -0.7% | -3.4% |
| 3M | -12.2% | +3.4% | -15.6% | -12.8% |
| 6M | -2.2% | +22.7% | -24.9% | -5.9% |
| YTD | +8.9% | +24.5% | -15.6% | +4.0% |
| 1Y | +9.9% | +38.6% | -28.8% | +2.8% |
| 3Y | +32.1% | +71.5% | -39.4% | +17.5% |
| 5Y | +5.7% | +56.2% | -50.6% | -5.3% |
| 10Y | +39.0% | +310.5% | -271.4% | +4.4% |
| All | +1,652.2% | +30,172.0% | -28,519.8% | +834.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling