+39.9%
CVS vs ROIV
+287.3%
-247.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.6% | -2.9% | +1.6% |
| 7D | -3.7% | +13.3% | -17.0% | -4.0% |
| 30D | -0.3% | +14.8% | -15.1% | -0.7% |
| 3M | -10.3% | +11.9% | -22.2% | -10.6% |
| 6M | -4.6% | +42.4% | -47.0% | -5.5% |
| YTD | +10.7% | +87.4% | -76.7% | +8.7% |
| 1Y | +11.2% | +97.2% | -86.0% | +9.1% |
| 3Y | +43.0% | +375.7% | -332.6% | +36.9% |
| 5Y | +8.6% | +379.0% | -370.4% | +1.2% |
| All | +39.9% | +287.3% | -247.4% | +30.6% |
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