+1,491.9%
CVS vs RIO
+4,806.4%
-3,314.5%
-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% | -0.1% | -0.4% |
| 7D | +6.6% | -0.9% | +7.5% | +6.7% |
| 30D | -0.4% | -9.1% | +8.7% | +1.0% |
| 3M | -5.3% | -13.7% | +8.4% | -3.1% |
| 6M | -7.7% | -24.3% | +16.6% | -3.7% |
| YTD | +16.0% | +8.9% | +7.2% | +13.0% |
| 1Y | +16.2% | +22.7% | -6.4% | +10.7% |
| 3Y | +47.6% | +51.2% | -3.6% | +33.9% |
| 5Y | +12.3% | +88.1% | -75.8% | -3.8% |
| 10Y | +62.4% | +352.3% | -290.0% | +15.3% |
| All | +1,491.9% | +4,806.4% | -3,314.5% | +527.4% |
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