+41.9%
CVS vs RL
+297.6%
-255.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.1% |
| 7D | -1.9% | -0.3% | -1.6% | -1.9% |
| 30D | -0.3% | -17.5% | +17.2% | +3.1% |
| 3M | -1.1% | -14.0% | +12.9% | +1.3% |
| 6M | +23.7% | -2.0% | +25.7% | +23.1% |
| YTD | +23.0% | -4.6% | +27.6% | +22.7% |
| 1Y | +37.2% | +9.5% | +27.6% | +33.1% |
| 3Y | +62.4% | +200.5% | -138.0% | +24.6% |
| 5Y | +31.8% | +226.3% | -194.4% | -3.7% |
| 10Y | +41.9% | +304.8% | -262.9% | -10.8% |
| All | +41.9% | +297.6% | -255.7% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling