+1,767.1%
CVS vs ROST
+70,624.3%
-68,857.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | -0.1% |
| 7D | +6.6% | +0.3% | +6.3% | +6.5% |
| 30D | -0.4% | +0.5% | -0.9% | -0.8% |
| 3M | -5.3% | -5.2% | 0.0% | -4.7% |
| 6M | -7.7% | +9.8% | -17.5% | -9.7% |
| YTD | +16.0% | +29.4% | -13.3% | +10.2% |
| 1Y | +16.2% | +44.4% | -28.1% | +8.2% |
| 3Y | +47.6% | +95.0% | -47.4% | +29.3% |
| 5Y | +12.3% | +111.9% | -99.5% | -4.8% |
| 10Y | +62.4% | +301.2% | -238.9% | +20.6% |
| All | +1,767.1% | +70,624.3% | -68,857.2% | +587.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling