+1,776.3%
CVS vs ROL
+9,602.3%
-7,826.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.7% |
| 7D | +10.4% | -1.7% | +12.1% | +10.9% |
| 30D | +3.3% | +18.5% | -15.2% | -1.3% |
| 3M | -4.5% | +4.3% | -8.9% | -5.9% |
| 6M | -4.4% | -27.7% | +23.4% | +3.2% |
| YTD | +16.6% | -35.8% | +52.4% | +29.2% |
| 1Y | +15.3% | -34.1% | +49.4% | +26.8% |
| 3Y | +48.6% | +2.9% | +45.6% | +43.3% |
| 5Y | +12.9% | +12.7% | +0.2% | +4.6% |
| 10Y | +63.2% | +212.6% | -149.4% | +11.3% |
| All | +1,776.3% | +9,602.3% | -7,826.0% | +427.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling