+61.2%
CVS vs RCL
+338.4%
-277.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +0.8% |
| 7D | +10.4% | -0.2% | +10.6% | +10.4% |
| 30D | +3.3% | +14.4% | -11.1% | +1.4% |
| 3M | -4.5% | +5.2% | -9.7% | -5.5% |
| 6M | -4.4% | +26.1% | -30.5% | -7.7% |
| YTD | +16.6% | +17.4% | -0.7% | +12.6% |
| 1Y | +15.3% | +24.7% | -9.4% | +10.4% |
| 3Y | +48.6% | +250.9% | -202.4% | +21.8% |
| 5Y | +12.9% | +293.8% | -281.0% | -11.9% |
| All | +61.2% | +338.4% | -277.2% | +30.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling