+1,570.9%
CVS vs USB
+8,296.0%
-6,725.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +1.9% | -14.4% | -13.0% |
| 7D | -11.1% | +2.4% | -13.5% | -11.8% |
| 30D | -7.4% | +6.6% | -14.0% | -9.1% |
| 3M | -22.9% | -4.1% | -18.8% | -22.1% |
| 6M | -1.2% | +12.5% | -13.7% | -4.5% |
| YTD | +3.9% | +17.6% | -13.8% | -1.0% |
| 1Y | +5.6% | +36.5% | -30.9% | -3.4% |
| 3Y | +27.5% | +95.4% | -67.9% | +4.9% |
| 5Y | 0.0% | +26.1% | -26.1% | -9.7% |
| 10Y | +32.6% | +101.3% | -68.7% | +3.5% |
| All | +1,570.9% | +8,296.0% | -6,725.1% | +523.3% |
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