+12.3%
CVS vs EXPE
+42.3%
-30.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.5% |
| 7D | +12.0% | -17.8% | +29.7% | +13.0% |
| 30D | +2.8% | -3.2% | +6.0% | +2.5% |
| 3M | -3.6% | -19.0% | +15.4% | -2.7% |
| 6M | -1.6% | +17.7% | -19.4% | -3.4% |
| YTD | +16.3% | -7.8% | +24.0% | +15.9% |
| 1Y | +15.5% | -1.4% | +16.9% | +14.3% |
| 3Y | +48.1% | +121.9% | -73.8% | +32.1% |
| 5Y | +12.3% | +44.3% | -31.9% | +2.3% |
| All | +12.3% | +42.3% | -30.0% | +2.3% |
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