+1,599.9%
CVS vs ROP
+25,523.2%
-23,923.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +0.2% |
| 7D | +4.0% | -4.4% | +8.4% | +4.8% |
| 30D | -2.4% | +3.2% | -5.6% | -3.0% |
| 3M | +2.7% | +23.1% | -20.4% | -1.5% |
| 6M | +21.9% | +13.3% | +8.6% | +18.4% |
| YTD | +24.7% | -7.9% | +32.6% | +25.9% |
| 1Y | +35.4% | -22.1% | +57.5% | +40.9% |
| 3Y | +65.2% | -16.8% | +82.0% | +69.1% |
| 5Y | +30.5% | -13.5% | +44.1% | +32.1% |
| 10Y | +40.4% | +137.7% | -97.3% | +19.1% |
| All | +1,599.9% | +25,523.2% | -23,923.3% | +827.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling