+1,907.2%
CVS vs USB
+8,537.0%
-6,629.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +4.0% | +1.4% | +2.5% | +3.5% |
| 30D | -2.4% | -1.3% | -1.1% | -2.1% |
| 3M | +2.7% | +15.2% | -12.6% | -1.1% |
| 6M | +21.9% | +18.8% | +3.0% | +16.2% |
| YTD | +24.7% | +21.0% | +3.7% | +18.1% |
| 1Y | +35.4% | +34.0% | +1.4% | +24.7% |
| 3Y | +65.2% | +95.3% | -30.1% | +35.7% |
| 5Y | +30.5% | +40.4% | -9.8% | +14.7% |
| 10Y | +40.4% | +107.3% | -66.9% | +8.9% |
| All | +1,907.2% | +8,537.0% | -6,629.8% | +644.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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