+13.3%
CVS vs URI
+32.9%
-19.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.9% | -5.2% | +0.9% |
| 7D | -3.7% | -4.0% | +0.3% | -3.2% |
| 30D | -0.3% | +6.8% | -7.1% | -0.9% |
| 3M | -10.3% | -2.8% | -7.5% | -10.0% |
| 6M | -4.6% | +20.9% | -25.5% | -7.2% |
| YTD | +10.7% | +40.2% | -29.5% | +2.9% |
| All | +13.3% | +32.9% | -19.6% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 1y: compounded portfolio wealth divided by compounded URI 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…
1y analysis · Full analysis span regression · 6 months rolling