+65.4%
CVS vs URI
+121.2%
-55.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.7% |
| 7D | +4.0% | -2.0% | +5.9% | +4.2% |
| 30D | -2.4% | -12.9% | +10.5% | -0.8% |
| 3M | +2.7% | -6.7% | +9.4% | +3.2% |
| 6M | +21.9% | +19.0% | +2.9% | +18.3% |
| YTD | +24.7% | +25.5% | -0.8% | +19.8% |
| 1Y | +35.4% | +5.5% | +29.9% | +32.7% |
| All | +65.4% | +121.2% | -55.9% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling