+40.0%
CVS vs UMC
+1,863.6%
-1,823.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.0% | -0.8% |
| 7D | -2.2% | +9.0% | -11.2% | -2.8% |
| 30D | -0.1% | +17.2% | -17.3% | -1.3% |
| 3M | -5.2% | +11.4% | -16.6% | -6.6% |
| 6M | +26.9% | +137.5% | -110.6% | +16.8% |
| YTD | +22.1% | +193.1% | -171.0% | +9.1% |
| 1Y | +30.8% | +240.3% | -209.5% | +15.0% |
| 3Y | +54.4% | +262.2% | -207.8% | +33.0% |
| 5Y | +33.4% | +143.1% | -109.8% | +17.9% |
| All | +40.0% | +1,863.6% | -1,823.5% | -17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling