+1,907.2%
CVS vs RRC
+1,202.2%
+705.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | +4.0% | +1.3% | +2.7% | +3.9% |
| 30D | -2.4% | +10.1% | -12.5% | -3.0% |
| 3M | +2.7% | +4.0% | -1.3% | +2.3% |
| 6M | +21.9% | +1.6% | +20.3% | +21.6% |
| YTD | +24.7% | +19.7% | +5.0% | +23.1% |
| 1Y | +35.4% | +21.4% | +14.0% | +33.3% |
| 3Y | +65.2% | +29.7% | +35.5% | +60.7% |
| 5Y | +30.5% | +153.9% | -123.3% | +19.6% |
| 10Y | +40.4% | +10.8% | +29.6% | +25.9% |
| All | +1,907.2% | +1,202.2% | +705.0% | +1,505.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling