+1,522.9%
CVS vs RIG
-45.6%
+1,568.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +10.4% | +4.3% | +6.1% | +10.0% |
| 30D | +3.3% | -5.8% | +9.1% | +3.8% |
| 3M | -4.5% | -6.7% | +2.1% | -4.1% |
| 6M | -4.4% | -18.7% | +14.3% | -3.0% |
| YTD | +16.6% | +28.8% | -12.2% | +12.6% |
| 1Y | +15.3% | +28.8% | -13.5% | +11.2% |
| 3Y | +48.6% | -20.0% | +68.6% | +45.8% |
| 5Y | +12.9% | +56.0% | -43.1% | -1.0% |
| 10Y | +63.2% | -48.7% | +111.9% | +35.2% |
| All | +1,522.9% | -45.6% | +1,568.5% | +1,159.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling