+26.3%
CVS vs SNDU
+194.5%
-168.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.6% | +7.0% | -0.6% |
| 7D | -2.2% | -12.7% | +10.6% | -2.1% |
| 30D | -0.1% | +35.8% | -35.9% | -0.3% |
| 3M | -5.2% | -54.8% | +49.6% | -5.2% |
| All | +26.3% | +194.5% | -168.2% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDU.
Daily Out/Under-Performance
Portfolio return minus SNDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDU 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 SNDU 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