+56.7%
CVS vs SE
+355.3%
-298.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.2% | +0.7% |
| 7D | +12.0% | -7.7% | +19.7% | +12.3% |
| 30D | +2.8% | -22.8% | +25.6% | +3.8% |
| 3M | -3.6% | -43.7% | +40.2% | -1.3% |
| 6M | -1.6% | -12.8% | +11.2% | -1.5% |
| YTD | +16.3% | -42.0% | +58.3% | +18.4% |
| 1Y | +15.5% | -48.0% | +63.5% | +18.2% |
| 3Y | +48.1% | +62.7% | -14.6% | +41.6% |
| 5Y | +12.3% | -77.8% | +90.1% | +16.1% |
| All | +56.7% | +355.3% | -298.6% | +21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling