+222.9%
EWY vs CVS
+60.9%
+162.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.3% |
| 7D | -0.1% | -2.2% | +2.1% | -0.1% |
| 30D | +7.3% | -0.1% | +7.4% | +7.3% |
| 3M | -5.1% | -5.2% | +0.1% | -5.1% |
| 6M | +42.1% | +26.9% | +15.2% | +40.6% |
| YTD | +94.1% | +22.1% | +72.0% | +92.0% |
| 1Y | +147.8% | +30.8% | +117.0% | +144.5% |
| 3Y | +222.9% | +54.4% | +168.5% | +213.9% |
| All | +222.9% | +60.9% | +162.0% | +213.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 3y: compounded portfolio wealth divided by compounded CVS 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…
3y analysis · Full analysis span regression · 6 months rolling