+60.4%
CVS vs URA
+266.3%
-205.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | +6.6% | -1.5% | +8.1% | +6.7% |
| 30D | -0.4% | -10.4% | +10.0% | +0.6% |
| 3M | -5.3% | -29.6% | +24.4% | -1.9% |
| 6M | -7.7% | -40.3% | +32.6% | -3.0% |
| YTD | +16.0% | -25.5% | +41.5% | +17.1% |
| 1Y | +16.2% | -26.4% | +42.6% | +17.3% |
| 3Y | +47.6% | +31.4% | +16.1% | +31.2% |
| 5Y | +12.3% | +28.6% | -16.3% | -2.1% |
| All | +60.4% | +266.3% | -205.8% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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