+1,624.0%
CVS vs RIG
-41.1%
+1,665.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | -1.6% | -2.7% | +1.1% | -1.3% |
| 30D | +0.4% | +9.5% | -9.1% | -0.6% |
| 3M | -0.4% | -6.6% | +6.2% | 0.0% |
| 6M | +25.1% | -2.9% | +28.0% | +24.9% |
| YTD | +23.9% | +39.5% | -15.6% | +19.0% |
| 1Y | +41.1% | +82.3% | -41.2% | +31.4% |
| 3Y | +63.6% | -29.6% | +93.2% | +62.8% |
| 5Y | +31.5% | +63.2% | -31.6% | +14.8% |
| 10Y | +40.5% | -45.0% | +85.5% | +15.5% |
| All | +1,624.0% | -41.1% | +1,665.2% | +1,230.3% |
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