+5.6%
CVS vs TE
-16.5%
+22.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -3.5% | -9.0% | -12.6% |
| 7D | -11.1% | +3.8% | -14.9% | -11.0% |
| 30D | -7.4% | -26.2% | +18.8% | -8.3% |
| 3M | -22.9% | -49.7% | +26.8% | -24.4% |
| 6M | -1.2% | -46.5% | +45.3% | -2.3% |
| YTD | +3.9% | -59.1% | +63.0% | +2.2% |
| 1Y | +5.6% | -25.8% | +31.4% | +2.5% |
| All | +5.6% | -16.5% | +22.1% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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