+393.0%
CVS vs EXPE
+851.4%
-458.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | +4.0% | -9.5% | +13.5% | +5.4% |
| 30D | -2.4% | -6.6% | +4.2% | -1.5% |
| 3M | +2.7% | +31.4% | -28.7% | -1.9% |
| 6M | +21.9% | +35.2% | -13.3% | +15.2% |
| YTD | +24.7% | +5.8% | +18.9% | +21.8% |
| 1Y | +35.4% | +38.7% | -3.2% | +26.0% |
| 3Y | +65.2% | +175.8% | -110.6% | +33.7% |
| 5Y | +30.5% | +111.8% | -81.3% | +6.3% |
| 10Y | +40.4% | +179.7% | -139.3% | +2.1% |
| All | +393.0% | +851.4% | -458.5% | +122.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling