+63.6%
CVS vs RRC
+32.7%
+30.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -1.6% | -1.2% | -0.4% | -1.5% |
| 30D | +0.4% | +9.4% | -9.0% | -0.4% |
| 3M | -0.4% | +7.4% | -7.8% | -1.1% |
| 6M | +25.1% | +1.5% | +23.7% | +24.6% |
| YTD | +23.9% | +19.4% | +4.5% | +21.6% |
| 1Y | +41.1% | +24.2% | +16.8% | +37.6% |
| 3Y | +63.6% | +32.8% | +30.8% | +57.3% |
| All | +63.6% | +32.7% | +30.9% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling