+33.1%
CVS vs VWO
+33.1%
0.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.2% |
| 7D | -2.0% | -1.7% | -0.2% | -1.7% |
| 30D | +1.9% | -0.3% | +2.2% | +1.9% |
| 3M | -2.2% | +4.0% | -6.2% | -3.0% |
| 6M | +26.7% | +8.1% | +18.6% | +24.5% |
| YTD | +22.9% | +11.6% | +11.3% | +19.7% |
| 1Y | +32.9% | +16.2% | +16.7% | +28.3% |
| 3Y | +62.3% | +63.3% | -1.0% | +43.8% |
| All | +33.1% | +33.1% | 0.0% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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