+31.5%
CVS vs EXPE
+89.5%
-58.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.9% | +7.2% | -0.2% |
| 7D | -1.6% | -9.8% | +8.2% | -0.9% |
| 30D | +0.4% | -11.5% | +11.9% | +1.1% |
| 3M | -0.4% | +21.7% | -22.1% | -2.0% |
| 6M | +25.1% | +10.4% | +14.8% | +23.8% |
| YTD | +23.9% | -2.5% | +26.4% | +23.6% |
| 1Y | +41.1% | +27.3% | +13.7% | +36.8% |
| 3Y | +63.6% | +153.5% | -89.9% | +45.4% |
| 5Y | +31.5% | +91.1% | -59.6% | +17.4% |
| All | +31.5% | +89.5% | -58.0% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling