+37.2%
CVS vs U
-6.3%
+43.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -1.9% | +4.4% | -6.3% | -1.8% |
| 30D | -0.3% | -1.3% | +1.0% | -0.3% |
| 3M | -1.1% | +49.6% | -50.7% | -0.2% |
| 6M | +23.7% | +100.2% | -76.5% | +25.4% |
| YTD | +23.0% | -3.7% | +26.7% | +27.7% |
| 1Y | +37.2% | -6.5% | +43.7% | +39.9% |
| All | +37.2% | -6.3% | +43.5% | +39.9% |
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