+40.0%
CVS vs SPXU
-99.6%
+139.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -1.2% |
| 7D | -2.2% | +2.5% | -4.6% | -1.6% |
| 30D | -0.1% | +4.2% | -4.2% | +0.9% |
| 3M | -5.2% | -9.3% | +4.1% | -7.0% |
| 6M | +26.9% | -30.7% | +57.6% | +18.0% |
| YTD | +22.1% | -28.1% | +50.2% | +14.6% |
| 1Y | +30.8% | -35.2% | +66.0% | +20.5% |
| 3Y | +54.4% | -79.9% | +134.3% | +13.9% |
| 5Y | +33.4% | -86.4% | +119.7% | -1.5% |
| All | +40.0% | -99.6% | +139.6% | -43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling