+794.1%
CVS vs URI
+7,462.1%
-6,668.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.9% |
| 7D | -7.1% | -9.8% | +2.7% | -5.7% |
| 30D | -4.0% | +1.7% | -5.7% | -4.2% |
| 3M | -12.2% | -9.1% | -3.2% | -11.2% |
| 6M | -2.2% | +9.9% | -12.0% | -3.9% |
| YTD | +8.9% | +31.2% | -22.3% | +3.6% |
| 1Y | +9.9% | +25.9% | -16.1% | +5.1% |
| 3Y | +32.1% | +147.4% | -115.3% | +12.9% |
| 5Y | +5.7% | +179.7% | -174.1% | -12.7% |
| 10Y | +39.0% | +1,419.5% | -1,380.5% | -12.4% |
| All | +794.1% | +7,462.1% | -6,668.0% | +328.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling