+332.2%
CVS vs URA
-49.7%
+381.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.4% |
| 7D | +12.0% | +2.9% | +9.1% | +11.4% |
| 30D | +2.8% | -10.8% | +13.6% | +4.2% |
| 3M | -3.6% | -25.5% | +22.0% | -0.1% |
| 6M | -1.6% | -41.2% | +39.6% | +4.9% |
| YTD | +16.3% | -21.3% | +37.5% | +17.1% |
| 1Y | +15.5% | -25.7% | +41.2% | +17.2% |
| 3Y | +48.1% | +43.1% | +5.0% | +29.3% |
| 5Y | +12.3% | +35.6% | -23.3% | -3.6% |
| 10Y | +62.7% | +281.3% | -218.6% | +4.2% |
| All | +332.2% | -49.7% | +381.9% | +288.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling