+304.8%
CVS vs URA
-51.6%
+356.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.4% | -1.3% | +2.5% |
| 7D | -7.1% | -4.1% | -3.0% | -6.6% |
| 30D | -4.0% | -19.0% | +15.0% | -1.3% |
| 3M | -12.2% | -25.1% | +12.9% | -9.1% |
| 6M | -2.2% | -44.5% | +42.3% | +5.2% |
| YTD | +8.9% | -24.3% | +33.2% | +10.3% |
| 1Y | +9.9% | -28.1% | +38.0% | +12.0% |
| 3Y | +32.1% | +40.7% | -8.6% | +15.5% |
| 5Y | +5.7% | +35.5% | -29.8% | -9.6% |
| 10Y | +39.0% | +281.2% | -242.1% | -11.2% |
| All | +304.8% | -51.6% | +356.4% | +265.9% |
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