+1,662.6%
CVS vs SUI
+4,109.4%
-2,446.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.5% |
| 7D | -7.1% | +6.2% | -13.3% | -8.9% |
| 30D | -4.0% | +8.6% | -12.6% | -6.4% |
| 3M | -12.2% | +1.0% | -13.2% | -12.8% |
| 6M | -2.2% | -2.6% | +0.4% | -2.0% |
| YTD | +8.9% | -0.1% | +9.0% | +8.1% |
| 1Y | +9.9% | +0.5% | +9.4% | +8.8% |
| 3Y | +32.1% | +15.3% | +16.8% | +24.3% |
| 5Y | +5.7% | -26.1% | +31.8% | +10.6% |
| 10Y | +39.0% | +117.8% | -78.8% | +4.6% |
| All | +1,662.6% | +4,109.4% | -2,446.8% | +577.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling