+5.6%
CVS vs SUI
+1.6%
+3.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +5.2% | -17.7% | -12.5% |
| 7D | -11.1% | +10.0% | -21.1% | -11.9% |
| 30D | -7.4% | +8.4% | -15.8% | -7.8% |
| 3M | -22.9% | +0.7% | -23.5% | -22.6% |
| 6M | -1.2% | -0.9% | -0.3% | -0.7% |
| YTD | +3.9% | +0.6% | +3.2% | +4.7% |
| 1Y | +5.6% | +0.8% | +4.8% | +5.1% |
| All | +5.6% | +1.6% | +3.9% | +5.1% |
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