+53.7%
CVS vs USAR
+74.0%
-20.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | +4.0% | -2.1% | +6.1% | +4.0% |
| 30D | -2.4% | +2.6% | -5.0% | -2.4% |
| 3M | +2.7% | -35.0% | +37.7% | +2.6% |
| 6M | +21.9% | -6.9% | +28.7% | +21.6% |
| YTD | +24.7% | +48.0% | -23.2% | +24.0% |
| 1Y | +35.4% | +24.8% | +10.6% | +34.7% |
| 3Y | +65.2% | +73.2% | -8.1% | +70.1% |
| All | +53.7% | +74.0% | -20.3% | +52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling