+55.4%
CVS vs USHY
+27.0%
+28.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | -2.0% | -0.7% | -1.2% | -1.5% |
| 30D | +1.9% | -0.5% | +2.5% | +2.2% |
| 3M | -2.2% | +0.5% | -2.7% | -2.5% |
| 6M | +26.7% | +1.5% | +25.2% | +25.4% |
| YTD | +22.9% | +1.7% | +21.1% | +21.4% |
| 1Y | +32.9% | +3.5% | +29.4% | +29.9% |
| All | +55.4% | +27.0% | +28.4% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 3y: compounded portfolio wealth divided by compounded USHY 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…
3y analysis · Full analysis span regression · 6 months rolling