+75.9%
UBER vs CVS
+119.3%
-43.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.3% |
| 7D | -2.8% | -1.6% | -1.2% | -2.4% |
| 30D | -2.5% | +0.4% | -2.9% | -2.7% |
| 3M | +4.4% | -0.4% | +4.8% | +4.3% |
| 6M | -2.7% | +25.1% | -27.8% | -8.2% |
| YTD | -10.5% | +23.9% | -34.4% | -15.8% |
| 1Y | -22.5% | +41.1% | -63.6% | -29.7% |
| 3Y | +54.8% | +63.6% | -8.8% | +29.1% |
| 5Y | +82.5% | +31.5% | +51.0% | +62.3% |
| All | +75.9% | +119.3% | -43.4% | +20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling