+13.0%
CVS vs ROK
+30.4%
-17.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +6.6% | +7.1% | -0.5% | +5.5% |
| 30D | -0.4% | -5.0% | +4.5% | 0.0% |
| 3M | -5.3% | -9.4% | +4.1% | -4.2% |
| 6M | -7.7% | -11.0% | +3.3% | -6.6% |
| YTD | +16.0% | +4.4% | +11.6% | +13.7% |
| 1Y | +16.2% | +7.4% | +8.8% | +13.2% |
| 3Y | +47.6% | +61.0% | -13.4% | +29.8% |
| All | +13.0% | +30.4% | -17.4% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling