+41.0%
CVS vs RIG
-40.1%
+81.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.2% |
| 7D | -2.0% | -4.2% | +2.2% | -1.6% |
| 30D | +1.9% | -0.7% | +2.6% | +1.9% |
| 3M | -2.2% | -4.0% | +1.8% | -2.0% |
| 6M | +26.7% | -6.3% | +33.1% | +26.9% |
| YTD | +22.9% | +39.7% | -16.8% | +18.8% |
| 1Y | +32.9% | +78.1% | -45.2% | +25.7% |
| 3Y | +62.3% | -29.5% | +91.8% | +61.6% |
| 5Y | +34.2% | +65.3% | -31.1% | +20.0% |
| All | +41.0% | -40.1% | +81.1% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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