+60.4%
CVS vs ROP
+185.2%
-124.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +6.6% | +0.7% | +5.9% | +6.3% |
| 30D | -0.4% | +28.8% | -29.2% | -9.3% |
| 3M | -5.3% | +21.1% | -26.3% | -11.9% |
| 6M | -7.7% | +52.5% | -60.2% | -21.6% |
| YTD | +16.0% | +8.9% | +7.2% | +11.5% |
| 1Y | +16.2% | +8.2% | +8.0% | +11.9% |
| 3Y | +47.6% | -5.2% | +52.7% | +47.4% |
| 5Y | +12.3% | +1.7% | +10.6% | +7.5% |
| All | +60.4% | +185.2% | -124.8% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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