+34.2%
CVS vs RNG
-70.1%
+104.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.1% |
| 7D | -2.0% | -9.6% | +7.6% | -1.7% |
| 30D | +1.9% | +8.8% | -6.9% | +1.7% |
| 3M | -2.2% | +78.6% | -80.8% | -3.6% |
| 6M | +26.7% | +70.3% | -43.5% | +24.7% |
| YTD | +22.9% | +140.3% | -117.5% | +19.0% |
| 1Y | +32.9% | +126.6% | -93.7% | +28.9% |
| 3Y | +62.3% | +120.2% | -57.9% | +55.9% |
| 5Y | +34.2% | -68.3% | +102.5% | +25.2% |
| All | +34.2% | -70.1% | +104.4% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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