+8.6%
CVS vs RL
+240.9%
-232.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.8% | -4.2% | +1.1% |
| 7D | -3.7% | +0.2% | -3.9% | -3.8% |
| 30D | -0.3% | +7.3% | -7.7% | -1.2% |
| 3M | -10.3% | +1.0% | -11.3% | -10.5% |
| 6M | -4.6% | +11.8% | -16.4% | -6.2% |
| YTD | +10.7% | +13.6% | -2.9% | +8.3% |
| 1Y | +11.2% | +24.0% | -12.8% | +7.6% |
| 3Y | +43.0% | +256.6% | -213.6% | +16.4% |
| 5Y | +8.6% | +240.2% | -231.6% | -12.1% |
| All | +8.6% | +240.9% | -232.3% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling