+41.0%
CVS vs TRU
+144.8%
-103.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -2.0% | -9.4% | +7.4% | -0.3% |
| 30D | +1.9% | -4.1% | +6.0% | +2.6% |
| 3M | -2.2% | +13.6% | -15.8% | -4.8% |
| 6M | +26.7% | +3.6% | +23.2% | +24.9% |
| YTD | +22.9% | -9.8% | +32.7% | +23.8% |
| 1Y | +32.9% | -13.6% | +46.6% | +34.6% |
| 3Y | +62.3% | -2.0% | +64.2% | +54.6% |
| 5Y | +34.2% | -35.8% | +70.1% | +40.2% |
| All | +41.0% | +144.8% | -103.8% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling