+35.4%
CVS vs SUI
-2.0%
+37.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | +4.0% | -2.8% | +6.8% | +4.2% |
| 30D | -2.4% | -1.2% | -1.2% | -2.3% |
| 3M | +2.7% | -1.7% | +4.4% | +2.9% |
| 6M | +21.9% | -10.5% | +32.3% | +21.7% |
| YTD | +24.7% | -1.8% | +26.6% | +25.3% |
| 1Y | +35.4% | -4.1% | +39.5% | +38.5% |
| All | +35.4% | -2.0% | +37.5% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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