+54.9%
CVS vs TE
-80.5%
+135.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.6% | -0.4% |
| 7D | +6.6% | -19.1% | +25.6% | +7.0% |
| 30D | -0.4% | -34.1% | +33.7% | +0.3% |
| 3M | -5.3% | -60.1% | +54.9% | -3.7% |
| 6M | -7.7% | -66.0% | +58.2% | -6.8% |
| YTD | +16.0% | -71.4% | +87.5% | +16.8% |
| 1Y | +16.2% | -45.3% | +61.5% | +13.7% |
| 3Y | +47.6% | +9.1% | +38.4% | +32.1% |
| 5Y | +12.3% | -82.6% | +94.9% | +4.6% |
| All | +54.9% | -80.5% | +135.4% | +60.3% |
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