+5.7%
CVS vs RACE
+65.0%
-59.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.2% |
| 7D | -7.1% | +5.1% | -12.2% | -7.6% |
| 30D | -4.0% | +7.7% | -11.7% | -4.8% |
| 3M | -12.2% | +2.2% | -14.4% | -12.6% |
| 6M | -2.2% | +23.8% | -25.9% | -4.9% |
| YTD | +8.9% | +13.9% | -5.0% | +6.6% |
| 1Y | +9.9% | +3.8% | +6.1% | +8.8% |
| 3Y | +32.1% | +28.0% | +4.1% | +24.8% |
| All | +5.7% | +65.0% | -59.3% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 5y: compounded portfolio wealth divided by compounded RACE 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…
5y analysis · Full analysis span regression · 6 months rolling