+33.4%
UBER vs CVS
+48.1%
-14.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | +1.6% | +6.6% | -5.0% | +1.4% |
| 30D | +0.6% | -0.4% | +1.0% | +0.5% |
| 3M | -8.2% | -5.3% | -2.9% | -8.0% |
| 6M | -6.7% | -7.7% | +1.0% | -6.4% |
| YTD | -14.7% | +16.0% | -30.8% | -15.3% |
| 1Y | -24.1% | +16.2% | -40.3% | -24.6% |
| 3Y | +33.4% | +47.6% | -14.2% | +24.7% |
| All | +33.4% | +48.1% | -14.7% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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