+29.2%
CVS vs RACE
+647.6%
-618.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.1% |
| 7D | +4.0% | -2.5% | +6.5% | +4.4% |
| 30D | -2.4% | +0.8% | -3.2% | -2.6% |
| 3M | +2.7% | +17.2% | -14.5% | -0.6% |
| 6M | +21.9% | +13.6% | +8.3% | +18.4% |
| YTD | +24.7% | +12.2% | +12.5% | +21.2% |
| 1Y | +35.4% | -16.3% | +51.7% | +38.5% |
| 3Y | +65.2% | +36.4% | +28.7% | +50.1% |
| 5Y | +30.5% | +95.0% | -64.4% | +7.6% |
| 10Y | +40.4% | +813.2% | -772.9% | -12.6% |
| All | +29.2% | +647.6% | -618.4% | -20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling