+34.2%
CVS vs UMC
+134.9%
-100.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | 0.0% |
| 7D | -2.0% | +11.4% | -13.3% | -2.3% |
| 30D | +1.9% | +16.8% | -14.9% | +1.4% |
| 3M | -2.2% | +19.1% | -21.3% | -3.1% |
| 6M | +26.7% | +137.4% | -110.7% | +21.4% |
| YTD | +22.9% | +186.4% | -163.5% | +15.2% |
| 1Y | +32.9% | +229.1% | -196.2% | +23.1% |
| 3Y | +62.3% | +257.9% | -195.6% | +46.8% |
| 5Y | +34.2% | +137.5% | -103.3% | +19.3% |
| All | +34.2% | +134.9% | -100.6% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling