+42.9%
CVS vs USAR
-19.4%
+62.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.5% |
| 7D | +6.6% | -0.8% | +7.3% | +6.6% |
| 30D | -0.4% | -20.9% | +20.5% | -0.5% |
| 3M | -5.3% | -56.2% | +50.9% | -5.4% |
| 6M | -7.7% | -67.9% | +60.2% | -7.9% |
| YTD | +16.0% | -31.4% | +47.5% | +15.1% |
| 1Y | +16.2% | -45.1% | +61.3% | +15.4% |
| 3Y | +47.6% | -20.3% | +67.9% | +52.4% |
| All | +42.9% | -19.4% | +62.3% | +41.8% |
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