+142.7%
EWY vs CVS
+31.1%
+111.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.2% |
| 7D | +1.2% | -2.0% | +3.2% | +1.4% |
| 30D | +9.3% | +1.9% | +7.4% | +9.1% |
| 3M | +2.4% | -2.2% | +4.6% | +2.5% |
| 6M | +40.3% | +26.7% | +13.5% | +36.7% |
| YTD | +88.0% | +22.9% | +65.1% | +83.2% |
| 1Y | +143.8% | +32.9% | +110.9% | +135.6% |
| 3Y | +217.8% | +62.3% | +155.5% | +196.4% |
| 5Y | +142.7% | +34.2% | +108.5% | +129.8% |
| All | +142.7% | +31.1% | +111.6% | +129.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling