+40.0%
CVS vs ROK
+357.9%
-317.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.3% | -1.1% |
| 7D | -2.2% | -1.2% | -0.9% | -1.9% |
| 30D | -0.1% | -4.8% | +4.7% | +1.1% |
| 3M | -5.2% | -6.1% | +0.9% | -4.1% |
| 6M | +26.9% | +15.5% | +11.4% | +21.6% |
| YTD | +22.1% | +11.2% | +10.9% | +17.6% |
| 1Y | +30.8% | +23.8% | +7.0% | +22.4% |
| 3Y | +54.4% | +53.1% | +1.3% | +32.9% |
| 5Y | +33.4% | +48.3% | -14.9% | +12.8% |
| All | +40.0% | +357.9% | -317.9% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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