+30.8%
CVS vs ROK
+27.3%
+3.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.3% | -0.8% |
| 7D | -2.2% | -1.2% | -0.9% | -2.0% |
| 30D | -0.1% | -4.8% | +4.7% | +0.4% |
| 3M | -5.2% | -6.1% | +0.9% | -4.8% |
| 6M | +26.9% | +15.5% | +11.4% | +24.7% |
| YTD | +22.1% | +11.2% | +10.9% | +19.9% |
| 1Y | +30.8% | +23.8% | +7.0% | +28.4% |
| All | +30.8% | +27.3% | +3.5% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling