+35.4%
CVS vs SPXU
-40.4%
+75.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.7% | -0.4% |
| 7D | +4.0% | -0.1% | +4.1% | +4.0% |
| 30D | -2.4% | +0.8% | -3.2% | -2.3% |
| 3M | +2.7% | -4.7% | +7.4% | +2.6% |
| 6M | +21.9% | -29.6% | +51.5% | +18.3% |
| YTD | +24.7% | -29.9% | +54.6% | +20.6% |
| 1Y | +35.4% | -39.1% | +74.5% | +29.3% |
| All | +35.4% | -40.4% | +75.8% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 1y: compounded portfolio wealth divided by compounded SPXU 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…
1y analysis · Full analysis span regression · 6 months rolling