+72.0%
CVS vs U
-31.3%
+103.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.5% | -2.4% | +3.0% |
| 7D | -7.1% | +36.6% | -43.7% | -7.6% |
| 30D | -4.0% | +13.3% | -17.3% | -4.2% |
| 3M | -12.2% | +26.2% | -38.4% | -12.6% |
| 6M | -2.2% | +88.7% | -90.9% | -3.5% |
| YTD | +8.9% | +16.6% | -7.7% | +8.5% |
| 1Y | +9.9% | +29.0% | -19.1% | +9.1% |
| 3Y | +32.1% | +99.5% | -67.4% | +27.8% |
| 5Y | +5.7% | -66.1% | +71.8% | +0.2% |
| All | +72.0% | -31.3% | +103.4% | +66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling