+63.6%
CVS vs ROP
-18.5%
+82.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.2% |
| 7D | -1.6% | -5.4% | +3.8% | -0.6% |
| 30D | +0.4% | -1.6% | +2.0% | +0.6% |
| 3M | -0.4% | +18.8% | -19.3% | -4.3% |
| 6M | +25.1% | +8.2% | +16.9% | +23.0% |
| YTD | +23.9% | -10.5% | +34.4% | +29.5% |
| 1Y | +41.1% | -23.7% | +64.8% | +54.0% |
| 3Y | +63.6% | -17.9% | +81.5% | +68.3% |
| All | +63.6% | -18.5% | +82.1% | +68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling