+1,611.3%
CVS vs RIO
+6,008.3%
-4,397.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | +4.0% | 0.0% | +4.0% | +4.0% |
| 30D | -2.4% | +4.0% | -6.4% | -3.2% |
| 3M | +2.7% | +0.1% | +2.5% | +2.3% |
| 6M | +21.9% | +12.7% | +9.2% | +18.7% |
| YTD | +24.7% | +35.6% | -10.8% | +17.2% |
| 1Y | +35.4% | +73.7% | -38.2% | +21.4% |
| 3Y | +65.2% | +93.3% | -28.1% | +43.7% |
| 5Y | +30.5% | +92.4% | -61.9% | +11.6% |
| 10Y | +40.4% | +606.9% | -566.6% | -7.8% |
| All | +1,611.3% | +6,008.3% | -4,397.0% | +550.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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