+30.8%
CVS vs SU
+67.3%
-36.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.7% |
| 7D | -2.2% | +2.2% | -4.4% | -2.2% |
| 30D | -0.1% | +8.4% | -8.5% | -0.1% |
| 3M | -5.2% | +12.1% | -17.3% | -5.6% |
| 6M | +26.9% | +19.7% | +7.2% | +25.7% |
| YTD | +22.1% | +58.4% | -36.3% | +23.8% |
| 1Y | +30.8% | +67.2% | -36.4% | +33.2% |
| All | +30.8% | +67.3% | -36.5% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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