+1,907.2%
CVS vs ROL
+9,030.3%
-7,123.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +4.0% | -1.4% | +5.4% | +4.3% |
| 30D | -2.4% | -4.1% | +1.7% | -1.4% |
| 3M | +2.7% | -22.5% | +25.2% | +9.3% |
| 6M | +21.9% | -37.7% | +59.5% | +37.1% |
| YTD | +24.7% | -39.6% | +64.3% | +41.0% |
| 1Y | +35.4% | -36.0% | +71.5% | +50.2% |
| 3Y | +65.2% | -5.1% | +70.3% | +62.9% |
| 5Y | +30.5% | -3.4% | +33.9% | +26.0% |
| 10Y | +40.4% | +215.2% | -174.9% | -4.2% |
| All | +1,907.2% | +9,030.3% | -7,123.1% | +474.7% |
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