+5.6%
CVS vs SE
-48.0%
+53.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +4.5% | -17.0% | -12.4% |
| 7D | -11.1% | +6.7% | -17.8% | -10.9% |
| 30D | -7.4% | -17.2% | +9.8% | -7.5% |
| 3M | -22.9% | -28.0% | +5.2% | -23.1% |
| 6M | -1.2% | -6.1% | +4.9% | -2.3% |
| YTD | +3.9% | -37.1% | +41.0% | +2.5% |
| 1Y | +5.6% | -48.8% | +54.3% | +3.0% |
| All | +5.6% | -48.0% | +53.6% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling