+41.0%
CVS vs ROST
+308.3%
-267.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -2.0% | -2.5% | +0.5% | -1.4% |
| 30D | +1.9% | -10.3% | +12.2% | +4.4% |
| 3M | -2.2% | -2.6% | +0.4% | -1.8% |
| 6M | +26.7% | +6.5% | +20.2% | +24.1% |
| YTD | +22.9% | +25.9% | -3.0% | +15.6% |
| 1Y | +32.9% | +52.3% | -19.4% | +19.3% |
| 3Y | +62.3% | +94.6% | -32.3% | +35.2% |
| 5Y | +34.2% | +111.1% | -76.9% | +7.0% |
| All | +41.0% | +308.3% | -267.4% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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