+37.6%
CVS vs ROIV
+270.3%
-232.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.2% | -3.1% | +3.0% |
| 7D | -7.1% | +5.3% | -12.4% | -7.2% |
| 30D | -4.0% | +11.9% | -15.9% | -4.2% |
| 3M | -12.2% | +10.7% | -22.9% | -12.5% |
| 6M | -2.2% | +34.9% | -37.1% | -3.0% |
| YTD | +8.9% | +79.2% | -70.3% | +7.0% |
| 1Y | +9.9% | +89.0% | -79.1% | +7.8% |
| 3Y | +32.1% | +337.3% | -305.3% | +26.6% |
| 5Y | +5.7% | +402.3% | -396.6% | -1.9% |
| All | +37.6% | +270.3% | -232.7% | +28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling