+31.9%
CVS vs ROIV
+250.7%
-218.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.5% |
| 7D | +4.0% | +0.6% | +3.3% | +3.9% |
| 30D | -2.4% | +1.0% | -3.4% | -2.4% |
| 3M | +2.7% | +18.3% | -15.6% | +2.2% |
| 6M | +21.9% | +18.3% | +3.5% | +21.2% |
| YTD | +24.7% | +61.0% | -36.2% | +23.0% |
| 1Y | +35.4% | +177.9% | -142.4% | +31.7% |
| 3Y | +65.2% | +199.1% | -133.9% | +59.6% |
| All | +31.9% | +250.7% | -218.8% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling