+31.8%
CVS vs RKT
-9.6%
+41.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.0% | -0.6% |
| 7D | -1.9% | -1.0% | -0.9% | -1.9% |
| 30D | -0.3% | -2.4% | +2.1% | -0.3% |
| 3M | -1.1% | +1.9% | -3.0% | -1.5% |
| 6M | +23.7% | -13.9% | +37.6% | +24.0% |
| YTD | +23.0% | -30.6% | +53.6% | +24.6% |
| 1Y | +37.2% | -34.4% | +71.5% | +39.1% |
| 3Y | +62.4% | +38.2% | +24.3% | +51.7% |
| 5Y | +31.8% | -9.7% | +41.5% | +26.6% |
| All | +31.8% | -9.6% | +41.4% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 5y: compounded portfolio wealth divided by compounded RKT 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…
5y analysis · Full analysis span regression · 6 months rolling