+48.7%
CVS vs RGTI
+53.9%
-5.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.7% |
| 7D | -1.9% | +2.5% | -4.4% | -1.9% |
| 30D | -0.3% | -13.7% | +13.4% | -0.3% |
| 3M | -1.1% | -22.6% | +21.5% | -1.1% |
| 6M | +23.7% | -13.4% | +37.1% | +23.6% |
| YTD | +23.0% | -31.2% | +54.2% | +22.9% |
| 1Y | +37.2% | -7.6% | +44.8% | +36.8% |
| 3Y | +62.4% | +669.7% | -607.3% | +56.0% |
| 5Y | +31.8% | +57.0% | -25.2% | +24.3% |
| All | +48.7% | +53.9% | -5.3% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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