+34.2%
CVS vs VEU
+53.0%
-18.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.3% |
| 7D | -2.0% | -1.9% | 0.0% | -1.4% |
| 30D | +1.9% | -0.7% | +2.6% | +2.1% |
| 3M | -2.2% | +4.9% | -7.0% | -3.9% |
| 6M | +26.7% | +9.8% | +16.9% | +22.1% |
| YTD | +22.9% | +15.3% | +7.6% | +15.8% |
| 1Y | +32.9% | +23.0% | +9.9% | +22.1% |
| 3Y | +62.3% | +73.5% | -11.2% | +28.1% |
| 5Y | +34.2% | +54.5% | -20.2% | +9.4% |
| All | +34.2% | +53.0% | -18.8% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 5y: compounded portfolio wealth divided by compounded VEU 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…
5y analysis · Full analysis span regression · 6 months rolling