+31.7%
CVS vs TE
+147.6%
-115.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.7% | +6.6% | -0.3% |
| 7D | -2.0% | +0.9% | -2.8% | -1.9% |
| 30D | +1.9% | -16.3% | +18.2% | +1.5% |
| 3M | -2.2% | -40.8% | +38.6% | -3.2% |
| 6M | +26.7% | -42.6% | +69.3% | +26.6% |
| YTD | +22.9% | -31.4% | +54.3% | +22.9% |
| All | +31.7% | +147.6% | -115.9% | +32.3% |
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 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