+56.5%
CVS vs ROIV
+295.0%
-238.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +18.8% | -19.4% | -1.1% |
| 7D | -1.6% | +20.2% | -21.7% | -2.0% |
| 30D | +0.4% | +14.1% | -13.8% | 0.0% |
| 3M | -0.4% | +45.6% | -46.0% | -1.4% |
| 6M | +25.1% | +44.1% | -19.0% | +23.9% |
| YTD | +23.9% | +91.2% | -67.3% | +21.6% |
| 1Y | +41.1% | +221.3% | -180.2% | +36.6% |
| 3Y | +63.6% | +229.2% | -165.6% | +57.7% |
| 5Y | +31.5% | +316.5% | -284.9% | +23.3% |
| All | +56.5% | +295.0% | -238.5% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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