+18.3%
CVS vs U
+21.4%
-3.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.1% | +6.5% | +4.3% |
| 7D | -2.6% | +24.4% | -27.0% | -1.7% |
| 30D | +4.0% | +7.4% | -3.3% | +4.5% |
| 3M | -6.3% | +16.8% | -23.1% | -5.6% |
| 6M | -0.4% | +78.8% | -79.1% | +1.5% |
| YTD | +15.6% | +14.0% | +1.6% | +24.7% |
| 1Y | +18.3% | +16.7% | +1.6% | +28.5% |
| All | +18.3% | +21.4% | -3.0% | +28.5% |
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