+41.9%
CVS vs ROP
+132.1%
-90.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | -1.9% | -6.1% | +4.2% | +0.2% |
| 30D | -0.3% | -3.4% | +3.0% | +0.8% |
| 3M | -1.1% | +16.7% | -17.8% | -7.1% |
| 6M | +23.7% | +8.1% | +15.6% | +19.0% |
| YTD | +23.0% | -11.7% | +34.7% | +27.8% |
| 1Y | +37.2% | -24.2% | +61.4% | +50.8% |
| 3Y | +62.4% | -19.0% | +81.4% | +71.6% |
| 5Y | +31.8% | -15.9% | +47.7% | +35.2% |
| 10Y | +41.9% | +135.7% | -93.8% | +2.2% |
| All | +41.9% | +132.1% | -90.2% | +2.2% |
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