+31.7%
CVS vs TRU
-14.5%
+46.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -2.0% | -9.4% | +7.4% | -1.5% |
| 30D | +1.9% | -4.1% | +6.0% | +2.1% |
| 3M | -2.2% | +13.6% | -15.8% | -2.8% |
| 6M | +26.7% | +3.6% | +23.2% | +26.4% |
| YTD | +22.9% | -9.8% | +32.7% | +24.7% |
| All | +31.7% | -14.5% | +46.2% | +33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling