+597.0%
CVS vs UMC
+277.8%
+319.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.7% | -1.4% |
| 7D | -1.6% | +6.6% | -8.2% | -2.4% |
| 30D | +0.4% | +16.6% | -16.2% | -1.7% |
| 3M | -0.4% | +11.0% | -11.4% | -3.0% |
| 6M | +25.1% | +131.3% | -106.1% | +9.3% |
| YTD | +23.9% | +182.5% | -158.6% | +4.1% |
| 1Y | +41.1% | +222.3% | -181.2% | +16.1% |
| 3Y | +63.6% | +253.0% | -189.4% | +30.7% |
| 5Y | +31.5% | +141.8% | -110.3% | +8.8% |
| 10Y | +40.5% | +1,772.2% | -1,731.7% | -20.3% |
| All | +597.0% | +277.8% | +319.2% | +268.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling