+30.9%
CVS vs AUR
-35.7%
+66.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.2% | -0.7% |
| 7D | -2.2% | +1.4% | -3.6% | -2.2% |
| 30D | -0.1% | -6.4% | +6.3% | 0.0% |
| 3M | -5.2% | +7.7% | -12.9% | -5.4% |
| 6M | +26.9% | +44.5% | -17.6% | +25.7% |
| YTD | +22.1% | +67.4% | -45.4% | +20.5% |
| 1Y | +30.8% | +15.4% | +15.4% | +30.0% |
| 3Y | +54.4% | +94.8% | -40.5% | +49.3% |
| 5Y | +33.4% | -35.1% | +68.5% | +25.1% |
| All | +30.9% | -35.7% | +66.6% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 10y: compounded portfolio wealth divided by compounded AUR 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…
10y analysis · Full analysis span regression · 6 months rolling