+73.1%
CVS vs USHY
+50.7%
+22.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +0.4% | 0.0% | +0.4% | +0.4% |
| 3M | -0.4% | +1.2% | -1.6% | -1.7% |
| 6M | +25.1% | +2.6% | +22.5% | +21.6% |
| YTD | +23.9% | +2.4% | +21.4% | +20.6% |
| 1Y | +41.1% | +4.2% | +36.8% | +34.8% |
| 3Y | +63.6% | +28.0% | +35.6% | +24.5% |
| 5Y | +31.5% | +21.8% | +9.7% | +7.0% |
| All | +73.1% | +50.7% | +22.4% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling