+1,767.1%
CVS vs RGEN
+1,577.9%
+189.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.5% |
| 7D | +6.6% | -3.3% | +9.8% | +6.6% |
| 30D | -0.4% | -5.8% | +5.4% | -0.3% |
| 3M | -5.3% | +0.2% | -5.4% | -5.3% |
| 6M | -7.7% | +56.8% | -64.5% | -8.9% |
| YTD | +16.0% | +2.4% | +13.6% | +15.7% |
| 1Y | +16.2% | +11.4% | +4.8% | +15.6% |
| 3Y | +47.6% | +15.2% | +32.4% | +45.9% |
| 5Y | +12.3% | -35.1% | +47.4% | +11.8% |
| 10Y | +62.4% | +419.6% | -357.3% | +53.9% |
| All | +1,767.1% | +1,577.9% | +189.2% | +1,462.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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