+366.9%
CVS vs SPXU
-100.0%
+466.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.7% | -0.2% |
| 7D | +4.0% | -0.1% | +4.1% | +3.9% |
| 30D | -2.4% | +0.8% | -3.2% | -2.2% |
| 3M | +2.7% | -4.7% | +7.4% | +1.9% |
| 6M | +21.9% | -29.6% | +51.5% | +13.2% |
| YTD | +24.7% | -29.9% | +54.6% | +16.0% |
| 1Y | +35.4% | -39.1% | +74.5% | +22.3% |
| 3Y | +65.2% | -80.0% | +145.2% | +20.1% |
| 5Y | +30.5% | -86.0% | +116.6% | -4.3% |
| 10Y | +40.4% | -99.5% | +139.9% | -45.1% |
| All | +366.9% | -100.0% | +466.8% | -14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling