+1,760.0%
CVS vs ROL
+9,732.8%
-7,972.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.5% |
| 7D | -2.6% | +3.4% | -6.0% | -3.6% |
| 30D | +4.0% | +20.8% | -16.7% | -1.1% |
| 3M | -6.3% | +3.7% | -10.0% | -7.5% |
| 6M | -0.4% | -27.7% | +27.3% | +7.5% |
| YTD | +15.6% | -34.9% | +50.5% | +27.7% |
| 1Y | +18.3% | -33.3% | +51.6% | +29.7% |
| 3Y | +47.3% | +4.3% | +42.9% | +41.6% |
| 5Y | +13.2% | +15.0% | -1.8% | +4.3% |
| 10Y | +57.2% | +214.7% | -157.5% | +7.1% |
| All | +1,760.0% | +9,732.8% | -7,972.8% | +420.7% |
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