+64.8%
CVS vs ROL
+3.7%
+61.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | +4.0% | -1.4% | +5.4% | +4.1% |
| 30D | -2.4% | -4.1% | +1.7% | -2.1% |
| 3M | +2.7% | -22.5% | +25.2% | +4.7% |
| 6M | +21.9% | -37.7% | +59.5% | +26.2% |
| YTD | +24.7% | -39.6% | +64.3% | +29.1% |
| 1Y | +35.4% | -36.0% | +71.5% | +39.4% |
| All | +64.8% | +3.7% | +61.1% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling