+35.4%
CVS vs UMC
+209.4%
-174.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.1% | -0.3% |
| 7D | +4.0% | +5.0% | -1.0% | +4.2% |
| 30D | -2.4% | +7.7% | -10.1% | -2.1% |
| 3M | +2.7% | +1.7% | +1.0% | +3.2% |
| 6M | +21.9% | +113.9% | -92.0% | +29.3% |
| YTD | +24.7% | +168.9% | -144.1% | +34.1% |
| 1Y | +35.4% | +207.2% | -171.8% | +50.9% |
| All | +35.4% | +209.4% | -174.0% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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