+55.6%
CVS vs SPXU
-79.8%
+135.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.6% |
| 7D | -1.9% | +1.3% | -3.2% | -1.8% |
| 30D | -0.3% | +5.1% | -5.4% | +0.2% |
| 3M | -1.1% | -9.1% | +8.0% | -2.0% |
| 6M | +23.7% | -29.6% | +53.3% | +19.5% |
| YTD | +23.0% | -27.7% | +50.7% | +19.2% |
| 1Y | +37.2% | -37.0% | +74.1% | +31.1% |
| All | +55.6% | -79.8% | +135.4% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling