+51.5%
CVS vs USAR
+68.6%
-17.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.7% |
| 7D | -1.9% | -4.4% | +2.5% | -1.9% |
| 30D | -0.3% | -10.4% | +10.1% | -0.3% |
| 3M | -1.1% | -18.4% | +17.3% | -1.1% |
| 6M | +23.7% | -8.8% | +32.5% | +23.4% |
| YTD | +23.0% | +43.4% | -20.4% | +22.2% |
| 1Y | +37.2% | +21.0% | +16.2% | +36.4% |
| 3Y | +62.4% | +67.7% | -5.3% | +67.5% |
| All | +51.5% | +68.6% | -17.1% | +50.6% |
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