+924.2%
CVS vs URI
+7,134.6%
-6,210.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.6% |
| 3M | +2.7% | -6.7% | +9.4% | +3.3% |
| 6M | +21.9% | +19.0% | +2.9% | +18.1% |
| YTD | +24.7% | +25.5% | -0.8% | +19.5% |
| 1Y | +35.4% | +5.5% | +29.9% | +32.8% |
| 3Y | +65.2% | +111.3% | -46.1% | +44.4% |
| 5Y | +30.5% | +198.6% | -168.0% | +6.9% |
| 10Y | +40.4% | +1,179.9% | -1,139.5% | -9.7% |
| All | +924.2% | +7,134.6% | -6,210.4% | +394.9% |
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