+41.9%
CVS vs EXPE
+153.6%
-111.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -1.9% | -11.5% | +9.6% | -0.4% |
| 30D | -0.3% | -13.1% | +12.8% | +1.4% |
| 3M | -1.1% | +18.1% | -19.3% | -3.7% |
| 6M | +23.7% | +13.3% | +10.4% | +20.7% |
| YTD | +23.0% | -3.2% | +26.2% | +21.9% |
| 1Y | +37.2% | +26.1% | +11.0% | +30.1% |
| 3Y | +62.4% | +151.7% | -89.3% | +34.4% |
| 5Y | +31.8% | +88.3% | -56.5% | +10.0% |
| 10Y | +41.9% | +158.0% | -116.1% | +4.6% |
| All | +41.9% | +153.6% | -111.7% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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