+8.6%
CVS vs SE
-77.7%
+86.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.3% | +1.6% |
| 7D | -3.7% | +3.3% | -7.0% | -3.8% |
| 30D | -0.3% | -18.2% | +17.8% | +0.1% |
| 3M | -10.3% | -31.3% | +21.0% | -9.5% |
| 6M | -4.6% | -10.1% | +5.5% | -4.7% |
| YTD | +10.7% | -38.9% | +49.6% | +11.8% |
| 1Y | +11.2% | -48.0% | +59.2% | +12.8% |
| 3Y | +43.0% | +78.8% | -35.8% | +38.5% |
| 5Y | +8.6% | -77.1% | +85.8% | +2.3% |
| All | +8.6% | -77.7% | +86.3% | +2.3% |
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