+41.0%
CVS vs RCL
+344.1%
-303.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -2.0% | -2.5% | +0.5% | -1.7% |
| 30D | +1.9% | -15.7% | +17.6% | +4.0% |
| 3M | -2.2% | -3.6% | +1.4% | -2.0% |
| 6M | +26.7% | -8.7% | +35.4% | +27.3% |
| YTD | +22.9% | -6.2% | +29.0% | +22.4% |
| 1Y | +32.9% | -22.9% | +55.8% | +35.4% |
| 3Y | +62.3% | +173.6% | -111.3% | +38.1% |
| 5Y | +34.2% | +226.6% | -192.3% | +7.9% |
| All | +41.0% | +344.1% | -303.1% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RCL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling