+27.0%
CVS vs TRU
+228.6%
-201.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.2% |
| 7D | -1.6% | -7.2% | +5.6% | -0.3% |
| 30D | +0.4% | -2.8% | +3.2% | +0.8% |
| 3M | -0.4% | +13.0% | -13.4% | -3.1% |
| 6M | +25.1% | +0.7% | +24.5% | +24.0% |
| YTD | +23.9% | -9.0% | +32.9% | +24.6% |
| 1Y | +41.1% | -16.3% | +57.4% | +43.7% |
| 3Y | +63.6% | -1.1% | +64.7% | +55.6% |
| 5Y | +31.5% | -36.0% | +67.5% | +36.7% |
| 10Y | +40.5% | +139.9% | -99.4% | +10.2% |
| All | +27.0% | +228.6% | -201.5% | -5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling