+66.6%
CVS vs TE
-53.0%
+119.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.5% |
| 7D | +4.0% | -4.0% | +7.9% | +4.0% |
| 30D | -2.4% | -15.9% | +13.5% | -2.1% |
| 3M | +2.7% | -60.5% | +63.2% | +4.3% |
| 6M | +21.9% | -35.2% | +57.1% | +21.7% |
| YTD | +24.7% | -31.1% | +55.9% | +23.6% |
| 1Y | +35.4% | +148.6% | -113.2% | +25.9% |
| 3Y | +65.2% | -26.4% | +91.6% | +50.4% |
| 5Y | +30.5% | -48.0% | +78.6% | +19.4% |
| All | +66.6% | -53.0% | +119.5% | +69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling