+33.1%
CVS vs SU
+349.6%
-316.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -2.0% | +1.7% | -3.6% | -2.1% |
| 30D | +1.9% | +9.6% | -7.7% | +0.9% |
| 3M | -2.2% | +11.7% | -13.9% | -3.4% |
| 6M | +26.7% | +21.9% | +4.8% | +23.5% |
| YTD | +22.9% | +58.6% | -35.8% | +16.1% |
| 1Y | +32.9% | +66.5% | -33.6% | +24.7% |
| 3Y | +62.3% | +121.4% | -59.1% | +45.9% |
| All | +33.1% | +349.6% | -316.5% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling