+41.9%
CVS vs ROL
+205.3%
-163.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -1.9% | -3.3% | +1.4% | -1.1% |
| 30D | -0.3% | -7.2% | +6.9% | +1.5% |
| 3M | -1.1% | -27.0% | +25.9% | +6.1% |
| 6M | +23.7% | -39.5% | +63.2% | +38.7% |
| YTD | +23.0% | -41.8% | +64.8% | +38.6% |
| 1Y | +37.2% | -38.9% | +76.0% | +52.2% |
| 3Y | +62.4% | -0.4% | +62.8% | +56.1% |
| 5Y | +31.8% | -4.2% | +36.0% | +25.9% |
| 10Y | +41.9% | +208.2% | -166.3% | +3.3% |
| All | +41.9% | +205.3% | -163.4% | +3.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling