+136.8%
CVS vs RNG
+309.1%
-172.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -0.5% |
| 7D | -1.6% | -0.8% | -0.7% | -1.5% |
| 30D | +0.4% | +11.4% | -11.0% | -0.3% |
| 3M | -0.4% | +72.1% | -72.5% | -3.7% |
| 6M | +25.1% | +67.9% | -42.8% | +20.6% |
| YTD | +23.9% | +144.3% | -120.5% | +15.8% |
| 1Y | +41.1% | +117.5% | -76.5% | +32.7% |
| 3Y | +63.6% | +123.9% | -60.3% | +51.0% |
| 5Y | +31.5% | -70.1% | +101.6% | +36.5% |
| 10Y | +40.5% | +215.9% | -175.4% | +13.9% |
| All | +136.8% | +309.1% | -172.3% | +87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling