+64.1%
CVS vs TE
-53.2%
+117.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.7% | +6.6% | 0.0% |
| 7D | -2.0% | +0.9% | -2.8% | -2.0% |
| 30D | +1.9% | -16.3% | +18.2% | +2.2% |
| 3M | -2.2% | -40.8% | +38.6% | -1.5% |
| 6M | +26.7% | -42.6% | +69.3% | +27.0% |
| YTD | +22.9% | -31.4% | +54.3% | +21.7% |
| 1Y | +32.9% | +144.9% | -112.0% | +23.6% |
| 3Y | +62.3% | -26.0% | +88.3% | +47.7% |
| 5Y | +34.2% | -48.5% | +82.7% | +22.7% |
| All | +64.1% | -53.2% | +117.2% | +67.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling