+43.2%
CVS vs USAR
-18.3%
+61.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | +0.6% |
| 7D | +12.0% | +0.8% | +11.2% | +11.9% |
| 30D | +2.8% | -30.1% | +32.8% | +2.7% |
| 3M | -3.6% | -56.3% | +52.7% | -3.7% |
| 6M | -1.6% | -68.6% | +66.9% | -1.8% |
| YTD | +16.3% | -30.5% | +46.8% | +15.3% |
| 1Y | +15.5% | -53.5% | +69.0% | +14.8% |
| 3Y | +48.1% | -19.3% | +67.4% | +53.0% |
| All | +43.2% | -18.3% | +61.5% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling