+5.6%
CVS vs ROL
-34.1%
+39.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +2.8% | -15.3% | -12.7% |
| 7D | -11.1% | +14.6% | -25.7% | -12.4% |
| 30D | -7.4% | +29.3% | -36.7% | -9.7% |
| 3M | -22.9% | +2.0% | -24.9% | -23.3% |
| 6M | -1.2% | -28.5% | +27.3% | -1.3% |
| YTD | +3.9% | -35.3% | +39.2% | +3.2% |
| 1Y | +5.6% | -34.7% | +40.2% | +3.8% |
| All | +5.6% | -34.1% | +39.7% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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