+1,878.9%
CVS vs SU
+61,771.6%
-59,892.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.7% |
| 7D | -1.9% | +1.6% | -3.5% | -1.9% |
| 30D | -0.3% | +10.7% | -11.0% | -0.3% |
| 3M | -1.1% | +13.5% | -14.6% | -1.1% |
| 6M | +23.7% | +21.8% | +1.9% | +23.7% |
| YTD | +23.0% | +58.8% | -35.9% | +23.0% |
| 1Y | +37.2% | +72.0% | -34.9% | +37.1% |
| 3Y | +62.4% | +121.7% | -59.3% | +62.4% |
| 5Y | +31.8% | +350.4% | -318.6% | +31.7% |
| 10Y | +41.9% | +264.7% | -222.8% | +41.8% |
| All | +1,878.9% | +61,771.6% | -59,892.6% | +1,911.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling