+363.7%
CVS vs URA
-31.1%
+394.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | +4.0% | +1.1% | +2.9% | +3.8% |
| 30D | -2.4% | +7.4% | -9.8% | -3.6% |
| 3M | +2.7% | -8.4% | +11.0% | +3.4% |
| 6M | +21.9% | -12.7% | +34.6% | +22.8% |
| YTD | +24.7% | +7.8% | +17.0% | +20.7% |
| 1Y | +35.4% | +19.5% | +16.0% | +27.7% |
| 3Y | +65.2% | +116.4% | -51.2% | +35.6% |
| 5Y | +30.5% | +134.3% | -103.7% | +1.5% |
| 10Y | +40.4% | +359.3% | -318.9% | -11.4% |
| All | +363.7% | -31.1% | +394.8% | +300.2% |
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