+60.4%
CVS vs RRC
+73.1%
-12.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +6.6% | +6.4% | +0.2% | +5.9% |
| 30D | -0.4% | +23.9% | -24.3% | -2.7% |
| 3M | -5.3% | +30.2% | -35.4% | -7.9% |
| 6M | -7.7% | +26.3% | -34.0% | -10.1% |
| YTD | +16.0% | +48.1% | -32.0% | +11.1% |
| 1Y | +16.2% | +37.7% | -21.5% | +11.9% |
| 3Y | +47.6% | +60.3% | -12.7% | +38.4% |
| 5Y | +12.3% | +135.3% | -123.0% | -1.1% |
| All | +60.4% | +73.1% | -12.6% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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