+32.4%
CVS vs RCL
+234.8%
-202.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.5% |
| 7D | +4.0% | -5.1% | +9.0% | +4.5% |
| 30D | -2.4% | -19.0% | +16.6% | -0.4% |
| 3M | +2.7% | -9.6% | +12.2% | +3.5% |
| 6M | +21.9% | -6.7% | +28.6% | +22.1% |
| YTD | +24.7% | -3.9% | +28.7% | +24.0% |
| 1Y | +35.4% | -25.1% | +60.5% | +38.1% |
| 3Y | +65.2% | +179.1% | -113.9% | +43.8% |
| All | +32.4% | +234.8% | -202.4% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling