+697.4%
CVS vs SRE
+1,525.5%
-828.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.3% |
| 7D | +4.0% | -0.3% | +4.3% | +4.0% |
| 30D | -2.4% | -0.7% | -1.7% | -2.2% |
| 3M | +2.7% | -6.3% | +9.0% | +4.7% |
| 6M | +21.9% | -10.7% | +32.5% | +26.0% |
| YTD | +24.7% | -3.5% | +28.2% | +25.6% |
| 1Y | +35.4% | +5.3% | +30.1% | +32.5% |
| 3Y | +65.2% | +31.8% | +33.4% | +46.8% |
| 5Y | +30.5% | +47.4% | -16.8% | +11.2% |
| 10Y | +40.4% | +120.6% | -80.2% | +1.7% |
| All | +697.4% | +1,525.5% | -828.1% | +222.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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