+55.6%
CVS vs UL
+21.6%
+34.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.5% |
| 7D | -1.9% | -3.2% | +1.3% | -1.5% |
| 30D | -0.3% | -0.6% | +0.3% | -0.2% |
| 3M | -1.1% | +9.4% | -10.6% | -2.1% |
| 6M | +23.7% | -4.1% | +27.8% | +24.5% |
| YTD | +23.0% | -2.0% | +25.0% | +23.3% |
| 1Y | +37.2% | -9.0% | +46.1% | +38.6% |
| All | +55.6% | +21.6% | +34.0% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 3y: compounded portfolio wealth divided by compounded UL 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…
3y analysis · Full analysis span regression · 6 months rolling