+55.4%
CVS vs ROK
+48.6%
+6.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | -2.0% | -1.6% | -0.4% | -1.8% |
| 30D | +1.9% | -5.4% | +7.4% | +2.7% |
| 3M | -2.2% | -4.0% | +1.8% | -1.9% |
| 6M | +26.7% | +13.3% | +13.4% | +23.9% |
| YTD | +22.9% | +9.3% | +13.5% | +20.5% |
| 1Y | +32.9% | +25.8% | +7.1% | +27.4% |
| All | +55.4% | +48.6% | +6.8% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling