+1,475.3%
CVS vs ROP
+29,825.5%
-28,350.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.3% |
| 7D | -2.6% | +0.2% | -2.8% | -2.8% |
| 30D | +4.0% | +30.3% | -26.3% | -1.2% |
| 3M | -6.3% | +17.8% | -24.1% | -9.4% |
| 6M | -0.4% | +38.9% | -39.3% | -6.9% |
| YTD | +15.6% | +7.6% | +8.0% | +13.1% |
| 1Y | +18.3% | +6.5% | +11.8% | +15.9% |
| 3Y | +47.3% | -6.3% | +53.5% | +47.1% |
| 5Y | +13.2% | +0.9% | +12.2% | +11.0% |
| 10Y | +57.2% | +180.7% | -123.6% | +29.0% |
| All | +1,475.3% | +29,825.5% | -28,350.2% | +733.1% |
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 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