+36.4%
CVS vs USAR
-13.4%
+49.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.5% | -4.8% | +1.7% |
| 7D | -3.7% | -1.1% | -2.6% | -3.7% |
| 30D | -0.3% | -30.3% | +29.9% | -0.4% |
| 3M | -10.3% | -54.7% | +44.4% | -10.4% |
| 6M | -4.6% | -67.5% | +62.9% | -4.8% |
| YTD | +10.7% | -26.4% | +37.1% | +9.9% |
| 1Y | +11.2% | -49.5% | +60.8% | +10.5% |
| 3Y | +43.0% | -14.5% | +57.5% | +47.8% |
| All | +36.4% | -13.4% | +49.8% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling