+31.9%
CVS vs U
-68.9%
+100.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | +4.0% | -3.8% | +7.8% | +4.0% |
| 30D | -2.4% | +17.5% | -19.9% | -2.8% |
| 3M | +2.7% | +38.7% | -36.1% | +1.7% |
| 6M | +21.9% | +104.4% | -82.5% | +19.2% |
| YTD | +24.7% | -5.7% | +30.4% | +24.8% |
| 1Y | +35.4% | +3.7% | +31.8% | +34.7% |
| 3Y | +65.2% | +12.3% | +52.9% | +60.8% |
| All | +31.9% | -68.9% | +100.8% | +25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling