+5.6%
CVS vs U
+17.5%
-12.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +4.9% | -17.4% | -12.3% |
| 7D | -11.1% | +7.5% | -18.6% | -10.8% |
| 30D | -7.4% | -7.0% | -0.4% | -7.6% |
| 3M | -22.9% | +20.6% | -43.4% | -22.3% |
| 6M | -1.2% | +53.2% | -54.4% | 0.0% |
| YTD | +3.9% | -3.9% | +7.7% | +9.2% |
| 1Y | +5.6% | +18.4% | -12.8% | +11.7% |
| All | +5.6% | +17.5% | -12.0% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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