+461.2%
CVS vs VWO
+324.1%
+137.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -1.9% | +0.2% | -2.1% | -2.0% |
| 30D | -0.3% | +0.9% | -1.2% | -0.7% |
| 3M | -1.1% | +4.3% | -5.4% | -3.0% |
| 6M | +23.7% | +10.5% | +13.2% | +18.1% |
| YTD | +23.0% | +13.4% | +9.6% | +16.1% |
| 1Y | +37.2% | +18.6% | +18.6% | +26.9% |
| 3Y | +62.4% | +65.8% | -3.4% | +29.7% |
| 5Y | +31.8% | +35.2% | -3.4% | +13.1% |
| 10Y | +41.9% | +116.6% | -74.7% | -1.9% |
| All | +461.2% | +324.1% | +137.1% | +154.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling