+31.8%
CVS vs SE
-66.7%
+98.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | -0.6% |
| 7D | -1.9% | -3.6% | +1.7% | -1.8% |
| 30D | -0.3% | -5.3% | +5.0% | -0.2% |
| 3M | -1.1% | +28.1% | -29.2% | -2.0% |
| 6M | +23.7% | +20.7% | +3.1% | +22.7% |
| YTD | +23.0% | -14.8% | +37.8% | +23.2% |
| 1Y | +37.2% | -43.6% | +80.7% | +38.9% |
| 3Y | +62.4% | +184.2% | -121.8% | +55.7% |
| 5Y | +31.8% | -66.3% | +98.1% | +21.2% |
| All | +31.8% | -66.7% | +98.5% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling