+82.6%
CVS vs U
-32.9%
+115.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.1% | +6.5% | +4.4% |
| 7D | -2.6% | +24.4% | -27.0% | -3.0% |
| 30D | +4.0% | +7.4% | -3.3% | +3.9% |
| 3M | -6.3% | +16.8% | -23.1% | -6.6% |
| 6M | -0.4% | +78.8% | -79.1% | -1.6% |
| YTD | +15.6% | +14.0% | +1.6% | +15.2% |
| 1Y | +18.3% | +16.7% | +1.6% | +17.8% |
| 3Y | +47.3% | +86.4% | -39.1% | +42.7% |
| 5Y | +13.2% | -71.5% | +84.6% | +6.9% |
| All | +82.6% | -32.9% | +115.5% | +77.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling